The master isn't gone
Watching the last episode, you see a ring being picked up and the master laughing (sounds very like the final scenes of Flash Gordon really....) which means that one of the "future kind" has it
I'm just glad that UNIT got brought back in so that their theme could be used again
Murray Gold was worried that since Torchwood was formed that they would disappear into TV oblivion and that we would only hear their theme once, but nice to see it brought back in now
And in other news, in the next series there will be TWO assistants! Martha will be coming back but is missing the first couple of episodes to allow the Doctor to introduce a new assistant
@aNILEator: well that's what I had read but whether or not it's true will have to be seen. I know that they had started showing the episodes on BBC2 not long after it had started on BBC3 but I don't think they were getting ratings so kept it on BBC3. I'm just awaiting the boxset