Christian Bale
Before Christian Bale was cast in the role of Bruce Wayne/Batman, actors Eion Bailey, Henry Cavill, Billy Crudup, Hugh Dancy, Jake Gyllenhaal, Joshua Jackson, Heath Ledger, David Boreanaz and Cillian Murphy expressed interest in the famous role. Bale, however, most impressed Nolan and co-writer David S. Goyer (who mentioned that Bale could do a great potrayal of both Bruce Wayne and Batman, whereas many actors could only do either a good Bruce Wayne or Batman).
Prior to being cast in Batman Begins, Christian Bale was a mostly unkown actor most famous for his role as Patrick Bateman in American Psycho (2000). To prepare for his role, Bale studied Batman-centered graphic novels, illustrations, and other films. Physically, Bale also gained 100 pounds of muscle for his role after he had lost a tremendous amount of weight for his previous film, The Machinist (2004).
Michael Caine
Michael Caine has appeared in every Christopher Nolan film since Batman Begins, marking one of the most successful (both critically and financially) collaborations of the 2000s.
Caine's appearance in Batman Begins came about in a strange way. One day, Caine got a knock on his door. When he got to the door, a young Christopher Nolan introduced himself, script for the film in hand. The two talked and Caine asked Nolan to leave him the script. Nolan politely declined, saying that he would have to read the script while he was still there.
At first, Caine (correctly) assumed that he would play "the butler." As he read the script, though, he realized that "the butler" was a more complex role than he thought. In fact, he realized that Alfred acted as a surrogate father to Bruce, which led him to take the role.
Liam Neeson
Originally, Christopher Nolan wanted Gary Oldman to play the role of Ra's al Ghul. However, when he decided to have Oldman play the role of James Gordon (discussed below), he decided that Liam Neeson would be a good choice to play the role of Ra's because it would be an off-type role for the actor (before Batman Begins, Neeson was known for his roles as mentors).
Screenwriter Goyer compared Ra's to renowned terrorist Osama bin Laden, which heavily influenced Neeson's portrayal of the character.
Gary Oldman
Initially, Christopher Nolan wanted Oldman to play the villain of the film Ra's al Ghul. However, when Chris Cooper (Nolan's original choice for the role of James Gordon) turned down the role of Gordon, Nolan changed his mind and thought it would be nice for Oldman to play against type and play Gordon, a good guy (Oldman is well-known for his portrayal of villains).
Speaking to how he played the character, Oldman mentioned that "[he] embod[ied] the themes of the movie which are the values of family, courage and compassion and a sense of right and wrong, good and bad and justice."