(Of course, this is a slightly premature criticism, given that it's the start of the season, but what with Sarah Jane in School Reunion, and all the doleful shots of Rose, we've developed a pattern of people being left changed by the Doctor, but so changed that they no longer have any purpose apart from him)

Although not Martha -- at least not if you count Torchwood as an extension of canon. She moves on and makes something of her life, even if aliens are still involved. But you're definitely right about both Rose and Donna. And the girl from Voyage of the Damned just ended up dead.