Christopher Nolan takes the comic book tale of Batman and creates a world that is very much one we can believe is real. While the criminals are heightened, Nolan finds very real solutions to explain how they get their powers in order to ground the story in a way that makes the audience feel connected and believe they can exist in Gotham rather than it being so foreign it doesn't relate. Even the way Batman gains his abilities is rooted in the reality of hard work, training and an unmatched discipline as Ra's Al Ghul builds him into the warrior who will defend Gotham.
Nolan also uses CGI in specific instances and relies heavily on working sets to create the world for this film. This allows for an immersive experience for the audience as they are not distracted by the graphics. Specifically he uses CGI to animate the story from the perspective of those who are hallucinating from the drug created by the rare blue flower. So what we see on screen isn't something that one couldn't potentially experience in real life under the same circumstances.
What Nolan does very well is to ensure that the film is based around relationship. Batman could go out and fight crime night after night and it would be an entertaining movie. But the fact that Bruce Wayne exists under the Caped Crusader matters more to the development of the story as we can get behind Bruce because of what he desires and the struggles he has. This is important because well, Bruce is a billionaire, right? It's hard to relate to someone who has problems but can afford all the help he needs. Nolan strips this element away and focuses on Bruce being an orphan and that is something we can all relate to, in some way or another many people have felt orphaned. And this is the key to what makes this story successful along with Bruce's desire to be loved and give love to Rachel which carries a great price with it. These elements certainly impact the story and make it one of the greatest openings to a superhero franchise in the history of film.