I wouldn't say The Prestige is my favorite Nolan, no way. I'd put Nolan's intentions of ''crafting an epic'' above everything else, so TDK and Inception are definitely better in that sense.
But... this isn't based off my opinion at all, go read all the reviews. I'm basing this off the reviews on RT, the comments on most sites that ever talk about movies, and what most people I've ever spoken to about the film, most of them adamantly claim the film is too cold. I've shown the film to my friends, I've seen it in several classes, two of them film classes, friends have seen it in film classes at different schools, the reaction is completely the same. I don't think it is, I think your brain is too busy on a first or maybe second viewing to let yourself feel the emotion of this great story, and I only know this because I wanted to see if they had a different reaction on a few viewing like I did. Far as I can tell, it's a universal reaction to the movie.
Making a film emotionally accessible is a typical necessity for films to work, it's a huge criticism of almost all the people mentioned above, though it wasn't from me on a first viewing (proving this isn't me rambling about my opinion and assuming it applies to everyone- I thought it was amazing from the get go).
The Prestige and Inception, sometimes called cold, were still emotionally accessible for far more people (again, per the same types of sample pools) but didn't necessarily lose any complexity. I think The Prestige is more complex than Memento anyway, which is pretty straightforward in some respects depending on how your mind organizes information.
EDIT: What are you guys talking about? Did you even read my posts? Where did I even begin to criticize Memento other than for its lack of emotional accessibility? Not once did I mention anything about their minds being blown or not, wanting to rematch it or not, or thinking it was masterfully composed or not. Please pay attention to what I say before labeling my comments "crazy."