The Dark Knight is classed as a action/crime/thriller. It Therefore follows some useful conventions for a thrillers opening sequence. Firstly the music is a simplistic, tense and slightly jumpy at relevant parts of the sequence.
There is also a level of mystery, frequently used in the opening of many thrillers. This is done by no names being used and all the characters involved in the robbery wearing masks.
The characters are also discussing the antagonist "The Joker" about which nothing seems to be sure. The sequence is made tense also with the idea that everyone is expendable. Despite the fact that the robbers enter as a group, no key character is identified until the end of the sequence where one of the robbers reveals himself to be the joker.
The rumours surrounding the joker aside, elements of his character are revealed through his ability to manipulate people to his own end and willingness to dispose of them.
Like many thrillers, the film is set in Gotham, a New York style city that 'never sleeps'. This increases the level of danger as many more citizens are at risk.
There is also an important deterrent from conforming to a stereotype that all criminals have a motive and a code of honour, by showing a criminal that has neither.
"Criminals in this town used to believe in things; honour, respect. Look at you, what do you believe in?" (To Joker) This also comments on the jokers extreme ideals and sets up an unconventional character generally unknown to the genre.