THE final scene in Secretary, 2002's sizzling S&M comedy, sees Maggie Gyllenhaal wave her on'screen husband, James Spader, off to work. As he drives away, the camera swings around to study Gyllenhaal, whose gaze turns from her disappearing husband to face the audience. There is a glint in her big blue eyes, a knowing confirmation that, despite the outward trappings of her submissive relationship, her character knows exactly what she is doing. She wields the power in their marriage. She is in control.

It was, perhaps, a prescient scene: ever since that moment, the New York-born actress has herself remained in control, carefully forging a career that established her as talented, multi-faceted actress. She became a celebrity and star by default, not by intention. "Seven years ago, when I made Secretary, casting me in that film was a huge risk on the director's part, to put an unknown in that role," she smiles. "But we were lucky, especially me. When you're starting out you don't have a lot of choices, but because of that movie I went from having no power in Hollywood to having some power quite quickly, which is incredibly unusual."

It is indeed, but then again many would say that Gyllenhaal is an unusual woman. With the prestige earned by Secretary enhancing her CV, the then 24-year-old actress was in high demand, yet she chose to ignore the lure of mainstream Hollywood and instead sought out a string of beguiling characters, inhabiting largely independent productions, from Giselle, the Jewish outcast in 2003's Mona Lisa Smile to Jude, the beleaguered, sexually charged lover of both father and son in 2005's Happy Endings.

"I'm more interested in exploring something and seeing what happens," she told me during a previous meeting, in 2006, when she had just made four films - Trust The Man, World Trade Center, Stranger Than Fiction and Sherrybaby - back-to-back. "I'm not interested in movies that let you just turn your brain off."

Having worked with such cinematic luminaries as Richard Kelly (Donnie Darko), John Sayles (Casa De Los Babys) and Oliver Stone (World Trade Center), Gyllenhaal's brain has been very much turned on.

Now, however, when we meet up again two years on, it appears that something might have changed. Since Gyllenhaal and fiancé Peter Sarsgaard welcomed their baby girl, Ramona, into the world during the autumn of 2006, Gyllenhaal has gone on to pose in her underwear for lingerie firm Agent Provocateur and to star in her very first big-budget blockbuster, The Dark Knight, this summer's $100 million-plus sequel to 2005's Batman Begins. This is not the behaviour we've come to expect from a widely lauded indie queen.

"To be honest, in deciding to do the The Dark Knight, I was worried," concedes the 30'year'old as she settles into the comfortable LA hotel suite. "I always want to try to do different things and I really have just followed what's been interesting to me, including choosing this movie. What seems difficult is that I've become aware of how much scrutiny there is, and in a way I have to fight sometimes to protect myself a little bit. Really, all my career, I've just done what's been exciting. So, for example, I said, Yeah, I'll model in my underwear. I like them, I think they're sexy, I think they're funny; I like what they do', and I hadn't ever really thought much about how it's perceived. But I guess the more known you become, the more scrutiny you come under. I've been finding that challenging."

Back in 2006, when Gyllenhaal was promoting the aforementioned clutch of movies, she was five months pregnant and the trials of the press circuit were clearly taking their toll; she seemed both tired and, occasionally, irascible. Today, however, she seems anything but. In fact she seems invigorated, engaging in animated conversation about normally taboo subjects such as her brother, Jarhead star Jake, and her baby. "It's funny," she smiles. "My brother called me from Heathrow and said, There's a 12-foot tall picture of you in your negligee!'"

In a way, she explains, her relationship with Agent Provocateur was sparked by the birth of her daughter. "After Ramona was born I was a good 20lbs heavier and I discovered that they made these lovely nursing bras. They made me feel great so when they asked me to model for them, totally out of the blue, I thought, Why not?' So there I was, six months after Ramona was born, posing in my underwear." She laughs. "I just thought of it as playing a character."

While she doesn't parade around in her underwear, Gyllenhaal's latest character, The Dark Knight's Rachel Dawes, is herself an alluring woman, her sultry form lighting up the lives of both Bruce Wayne (and his crime-fighting alter-ego, Batman), and Gotham City's district attorney Harvey Dent, played by Aaron Eckhart. In the film, Dawes is forced to make a choice between the two men. "Who would I choose in real life? I am not allowed to answer that question," laughs Gyllenhaal. "I'm, like, basically married!" So she wouldn't fancy taking one as a husband and the other one as a lover? "That's an idea!"

In the first of the new Batman films, 2005's origin story Batman Begins, Dawes was played by Katie Holmes. "I saw Katie at a fashion event and I just barged in on the middle of a conversation with someone else," laughs Gyllenhaal. "I was so excited to see her, I said, Do know how many people can say they've played Batman's girlfriend? It's a nice group to be in'." In The Dark Knight, however, Dawes is a much fuller character, her narrative arc instrumental in shaping the plot. It should come as no surprise that when Gyllenhaal chooses to join a blockbuster, she ensures that her character enjoys a healthy role.

"I read the script and I had a lot of ideas about it, but I only really wanted to do it if she could be a real thinking woman, if she could be smart and feisty and full of life, and have a mind," she explains."It would have been boring if I just had to sit there through this movie while the other characters were desperately trying to get things done; it was only interesting for me if my character's hoping for something, looking for something. So I said that I'd only do the movie if she were really smart and interesting - and Chris Nolan, the director, said Fine, let's do it'. Every concern I had he understood and did something about. I wouldn't have been interested otherwise."

Chief among Gyllenhaal's concerns was the fact that the film would push her further into the spotlight, meaning more paparazzi attention focused on her young family. She notes that during Ramona's first few months, the snappers were "horrible", trailing Gyllenhaal and her daughter wherever she went. However, after speaking to a close friend, she realised that the press attention was unavoidable. "My friend pointed out that when I do a small film, like Sherrybaby, I have to do even more press, to get people out there to see it, so I realised that this is my life. If I want to be an actor I can't hide from that. "And then I considered the fact that I was a fan of Chris Nolan's and that there was such an astonishing cast, with Gary Oldman and Michael Caine and Christian Bale, Morgan Freeman, and of course, Heath Ledger, so it was difficult not to take it seriously."

With such a strong collection of acting talent, all the performances are worthy of note, although it is the iniquitous character of The Joker, played by the late Heath Ledger, who comes to dominate the screen. Ledger summons an elemental performance, his leering, clown-faced purveyor of destruction a whirlwind of chaos and anarchy. Many believe Ledger's version of The Joker eclipses that of Jack Nicholson, who played the iconic baddy in 1989's Batman, a fact that makes Ledger's death from a suspected drug overdose in January all the more poignant.

Gyllenhaal notes that watching Ledger's performance leaves her "really emotional", and says that watching him work she saw in him a level of performance that is very rare, even for the most experienced actors. "I think that what Heath did is something that's very important for an actor," she says. "He hit on this stride which is very unusual. He took someone who seems totally evil, and then there are these glimmers of something kind, sexy, open and hurt in him. That allows the audience to have some kind of compassion for someone that they think is evil. And if you can do that in a movie, then that's good practice for doing the same in real life. Sometimes as an actor you can just come alive, really being the person you're playing. It's very difficult to get there, but Heath did that. Nothing he could do was wrong on this film."

While the film is drawn from a comic book franchise, the British director Chris Nolan always pitched his interpretation as a dark and serious saga, populated by real characters. For Gyllenhaal, finding a character who enjoyed a robust life proved something of an antidote to some of her more recent outings. After the likes of Allison Jimeno in World Trade Center and Sherry in Sherrybaby, women who'd been crushed by the weight of life's problems, Rachel Dawes proves something of a departure. "For me this is unusual, to play somebody who's really pretty together," says Gyllenhaal. "I feel like many of the people who I've played in my life have been very broken, and part of the reason I've been attracted to doing that is because there's something amazing about portraying someone who's really troubled, who does things that are easy to judge, and asks an audience if they're able to love them anyway. And I think that's a way of growing and practising compassion.

"But I'm interested in something else. I am interested in playing people who are strong and capable and maybe not as broken as some of the other people I've played. Maybe I feel more capable in myself now. There's something brave about trying to play someone who's very strong, very beautiful, as opposed to going, Oh I'm not like that'. It's like putting yourself on the line and saying, I can play a queen, let's see how it feels', you know? I'm interested in that. Hopefully I'll find something else where I can play with it."

Gyllenhaal has just finished shooting the comedy Farlanders with another British director, Sam Mendes, and says she has been reading a lot of plays, as she might return to the New York stage in the spring. As for other film work, she's not sure. A script has to be good if she's going to surrender time with her daughter. "The Dark Knight was a good job to have as a new mom, because I would work for three days, have a week off, work for another day, have another week off. I was able to manage for myself, in my heart, the time away from her, and everyone was very understanding. I mean, Chris has four children, and his wife Emma is the producer of the movie, so when I said, Look I need to find a little room to pump some milk', they completely understood.

"And right now, as a mother, there's nothing that grabs me enough to take me away from Ramona. With this movie and Sam's movie, yes; but it's got to be amazing for me not to say no. I'm there thinking that I need to work, and sometimes I think, Sure, I'll do anything'. But I read these scripts and I think, Maybe not!' Before my daughter was born, it was all work, work, work; now I find it more difficult to find something worthy of taking me away from her."

Maggie Gyllenhaal, it seems, is still very much in control.

The Dark Knight goes on general release on Friday, with previews on Thursday