Yeah, Donna's my favourite of the new lot. I wasn't too keen on the idea of bringing her back full time, wasn't sure how much Catherine would have been able to reign it in, but she did great in the end. More than anything I'm glad we had the chance to experience a full time companion without that romantic edge to it, whether it was shared or rebuffed. The unrequited love Martha held was a bit of a setback for her (but I did find her walking away moment at the end of the third series great for her character). With Donna, it certainly made me feel there was a bit more independence from the Doctor, I found the library two parter great for this, we had her own little romantic strand in the artificial reality and of course River Song for the Doctor. That's not to say Rose was always a barrier for romantic interest for the Doctor, there was of course "The Girl in the Fireplace" but I can't exactly picture how she might have placed in a more profound love interest like River.
More than anything, I just enjoyed the general atmosphere aboard the TARDIS with Donna. The "matey" relationship they had, the joyous attitude Donna had about travelling without the romantic undertones, the slightly different approach they had with her family (especially Wilf who was amazing) and also, the way that Donna seemed to be able to step back with ease when it came to returning characters or one offs who joined in. River, Jenny, Martha and the slew of old faces that returned toward the end of the series.... Donna seemed to be very accomodating toward them all, something I couldn't imagine Rose being.
I did really enjoy Martha too to be honest, people always tend to knock her and accuse Freema of being wooden...which I thinks pretty unfair. I honestly don't think you could knock her for much of series three and think there's moments where she did brilliantly (Human Nature/Family of Blood and the finale in particular). Admittedly, her series four appearances gave us a pretty different Martha, but she had some pretty shoddy dialogue and functional scenes so there wasn't much room for anything beyond clunky lines and dialogue.
Rose...well like most, I enjoyed her in series one but as time went on, I think too much fell upon her, she became too much of a focus. I'm also not keen on these recurrent farewells for her. It's a science fiction show, anything is possible, but her farewells have always been so final and although her series two farewell to the Doctor was cut short, after series four there's really little else for the pair of them to say to each other.