Just as each actor who plays the Doctor brings something new to the role and makes it a different show, so each person who plays a major companion of the Doctor’s changes the balance of the show as well.
Rose, played by Billie Piper, seems to be the most quintessentially human of the Doctor’s companions. Neither particularly smart nor particularly stupid, she is notable for her compassion, even towards Daleks in season 2’s "Dalek," and her adventuresome curiosity that more than matches the Doctor’s in whatever form he’s in. Her constant sense of wonder toward her weird adventures and her ability to see the personhood of non-human aliens makes her the representative of the best of human nature. I think it also helps that Piper had one of the longest-running companion roles, allowing her a full range of emotions in her performance, which thus lets her sort of embody the full gamut of human sentiment. As an actor, Piper is convincing, competent and naturalistic, a permeable Mary Sue with adorable qualities.
Martha, played by Freema Agyeman, seems to be the most academical and dependent of the Doctor’s companions. With her doctor training, she represents human knowledge, but she does not seem to have the same voracious spirit of adventure demonstrated by Rose and Donna. She appears less interested in the awesomeness of space and time and more interested in the Doctor as a love object. Therefore she sticks like glue to him and gets very very anxious when he’s, for example, human in season 3’s "Human Nature" and "Family of Blood." She comes across as more desperate than the other companions of the New Who, probably because of her unrequited love for the Doctor. As an actor, Agyeman gives a performance with remote, high-strung and occasionally wooden notes. Even though I have a very cute doll of her, I dislike her the most of the New Who companions.
Donna, played by Catherine Tate, seems to be the most energetic and snarky of the Doctor’s companions. Her rubber-facedness matches perfectly with Tennant’s [see season 4’s "Partners in Crime" for brilliant examples], while her dry remarks demonstrate that she has a cool self-possession that she almost never loses. Thus she represents the human sense of humor and ability to take weirdness in stride. With her matter-of-fact negotiation of her role as the Doctor’s "mate" and her eagerness to fly around with him, she shows a sort of practical sense of wonder. She’s also the most mature character of the three companions. As an actor, Tate shines with comic flair and energetic snippiness.
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It’s funny how Donna evolved. In the special “Runaway Bride,” where we first see her (when the Doctor’s mourning the loss of Rose), she was..well, hated. When it was revealed she was to be the next companion, people weren’t too pleased. But she changed. She grew. When the finale happened, and she became DoctorDonna, and then…well, I think other than the Rosefen, most people found her fate more tear-worthy than Rose’s.