The Dark Knight Rises has the best story
This film brings the thematic elements of the previous two movies together to create a story that is both familiar and original. Drawing from A Tale of Two Cities by Charles Dickens, it perfectly infuses elements of the Batman mythos to craft a compelling and rich narrative.
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Nolan's final entry in the Dark Knight Trilogy has the impossible job of bringing the narrative of all three movies together in a compelling and satisfying way. Nolan accomplishes this masterfully. Christopher and Jonathan Nolan wrote a story that leans heavily on their version of Batman--a symbol rather than a man. While this departs from the source material, it fits into the narrative of the trilogy. In Nolan's trilogy, Batman is whatever Gotham needs him to be. As a symbol, Bruce Wayne can retire but Batman will live on. The final scene depicting Batman sacrificing himself in the nuclear explosion is the perfect ending to the trilogy. It ties back to The Dark Knight. Batman has gone from being the hero Gotham deserves but doesn't need, to being the hero Gotham deserves and needs. While it turns out that Bruce Wayne is still alive, this does not undercut the story--Nolan has already established that this Batman is a symbol, Bruce Wayne is free to retire at any time. The people of Gotham believe that Batman sacrificed himself for them, so the emotional weight of the scene is still present. Thus the ending of the trilogy has immense emotional weight, making it the best film in the trilogy.
While the Dark Knight Rises does have the most compelling story of the trilogy, its lack of a compelling villain is its downfall. Bane is built up to be a forceful and terrifying villain by physically and mentally breaking Batman. This is undercut with the revelation that he is just another masked goon working for Talia al Ghul. Once Talia reveals herself, Bane loses all of his credibility as a villain. Further, this reveal ties the film to Batman Begins in a way that inhibits The Dark Knight Rises from reaching its full potential.