The Doctor Who specials that were aired after the end of the fourth season provided more than just a few new episodes of Doctor Who or a simple afterword to the Russel era, they were an encapsulation of everything that Russell T. Davies run on Doctor Who stood for. The classic basics of Doctor Who were followed to the letter: action adventures in the past, present and future on Earth and other worlds far away presented by an immortal alien who is the shepherd of humanity and often takes on the role of the sheepdog.
What was uniquely Russel was the set-up and the two versions of the Doctor: one lost and manic, the other exuberant and optimistic. Both tried their best to look outward, to either run away or play at being a warrior and never dare to look at their recent past and themselves too closely. The modern incarnation of Doctor Who had been profoundly shaped by the outcome of the last time war, with both Daleks and Time Lords completely destroyed (well, not completely completely) and the Doctor more than ever isolated.
And like always in his long live he came back to the world of his first exile, to find companions through whose eyes he could see the world anew. There was also something slightly different about the companions of the Russel era. Sure, they still became devoted followers and were often undone by their travels with the Doctor, but they also questioned his authority, wisdom and sanity on occasion (and acted on it). Still companions in the end and not equals, but small change is still good.
The fourth season specials had cybermen in Victorian era London, a fascinating science fictional puzzle on another world, a hideous pseudo-moral dilemma on Mars (I really, really hated The Waters of Mars, which heads the list of my most hated Doctor Who episodes due to its truly awful ending) and a truly fitting finale that saw both the return of the Master as well as another group long thought lost. In a sense, all his running away didn’t helped once the past came crushing back.