Haven't seen a ton of Depp's stuff but Blow is fucking awesome. Gilbert Grape too. Donnie Brasco was boring though.
With Bale you really can't judge him on his Batman roles. There isn't a whole lot of room to show anything IMO. His Batman voice is fuggin pathetic but outside of that the character is pretty straightforward acting wise. We all know Bale plays a good yuppie and when hes actually in the suit there isn't a whole lot of acting/emotion required. There wasn't even a good chance for him to show some emotion after the chick died in TDK, not his fault as an actor its just that the script doesn't call for him to do much IMO other than whoop people's asses and act like a rich bitch.
American Psycho showed some diversity outside of just his ability to play a yuppie. Harsh Times was way overlooked but he played a crazy mofo in it and did well. He was also good in Rescue Dawn and 3:10 to Yuma. The Machinist too. All these movies convey how good of an actor he is better than TDK. Yeah the Batman voice was annoying but his character is limited to talking as a yuppie and spouting out corny ass lines in a raspy voice.