You often hear the question "What is Doctor Who all about?". While you will find many links as to what episodes to watch to help one "get the idea" of what is really the explanation for the show and its meanings. I think the episode "Boomtown" by Russel T. Davies really captures much of that, and even does quite a bit of foreshadowing.
The 9th Doctor almost always refers to Mickey as "Ricky", and as can be seen from later episodes, it is foreshadowing of what happens later with the 10th Doctor. (Warning. "Spoilers" in the last link).
Watch Boomtown and pay attention to all the words. I think it really captures so much about all the facets of the show. I just watched it again tonight and just had my mind blown again with the reference to "Turn Left". (Again, "Spoilers"). [Watch time index 2:13 to 2:19 in this YouTube Clip.]
It even contains one of my favorite gadgets in Doctor Who, the Tribophysical waveform macro-kinetic extrapolator of which you can see an explanation here (again, "Spoilers")
Doctor Who fan? Go watch "Boomtown" again.