You Are Not Alone
In fact, if the Master is the outward manifestation of the Doctor's cruelest and most Old Testament desires, you could almost bookend him with Donna in this story, come to think of it: she's the lonely angel human half of the Doctor, saying a final goodbye for most of the season. It won't work for Season 4, when she returns, but there's a poetry to having the journey begin and end with such radically opposed yet still consciously mirroring aspects of the Doctor himself. I bet the Donna (the Noble?) would have beat the shit out of Saxon even better than did Martha. But we'll get there, stop moanin'.
We return to New Earth once again: another repeating theme that bears investigating. The first time, Nine used Earth's destruction, viewed from space, to get himself and Rose on corresponding emotional levels. He was trying to tell her a story in pictures. That was Season 1, a story about Rose. The second time, on New Earth proper, the universe tried to tell Ten and Rose the thing it tried to tell them every week of Season 2: that even Cassandra can be redeemed, but only in giving up her fantasies of immortality. In the moment of her undoing, she is reborn and redeemed; Martha calls herself a rebound girl because she doesn't understand she's necessary right now. This time, we're looking at a story about faith qua faith, and we're talking about the dark and light sides of, yes, grace.
There are two kinds of faith: stupid and smart. Where the atheists fall apart is when nobody bothers to explain the difference to them, and I speak as one of them; overcoming the stupid kind of faith inevitably leads to a denigration of the smart kind, because they both look the same from the outside. There's the kind of faith that keeps you in the rat race, heading for this Utopia on the highway of life, giving up all personal determination, all free will, because somebody told you one time that it's going to get awesome as long as you don't go too low, don't reach too high, don't talk too much, don't ask questions, don't disobey. This kind of faith leads to war, cruelty, and being eaten by giant crabs. This is the kind of faith that prescribes emotions, rather than feeling them; that gives the Doctor his moment of rage at the Temple: that something as precious as Happy, as blessed as Bliss, could be bought and sold like that. But the promise of New New New New New New New New New New New New New New New York is the promise of renewal, every single time. This is the last time we'll visit.