To me, The Waters of Mars is the climax of the Doctor's character arc in the new series. 9 was very angry, depressed, scared. Trying to come to grips with what the Time Lords had become in their war against the Daleks, what he had to do because of it, and the consequences thereof.
Survivor's guilt is probably the best way to describe it. With the other Time
Lords gone, he feels like he should just disappear as well. 9's a lost more hesitant to intercede on a grand level. Compare his genuine amazement at things working out well in The Empty Child to how 10 acts right from the get go, playing with the Sycorax and ending Harriet Jones' career. 10 gets progressively more bold right up to The Waters of Mars where he decides to try and not just assume the duties the Time Lords once carried out as a civilization, safeguarding time and space, but actively rewriting it as he sees fit.
Spoilers for The End of Time and Series 5 and 6
In the End of Time, when the Time Lords actually do return, he's learned his lesson, and learned it hard. Not even the Time Lords can wield the sort of power they held without it corrupting them, and he's forced to seal them away again.
By series 5, the Doctor seems to have found a happy medium as just another force in the universe, safeguarding Earth and the innocent where he finds them, but everything's not as happy as it seems. This new isolation makes it difficult for him to form relationships. 10 mentioned that the physiological age barrier was difficult enough, but 11 is visibly hurt when Amy is willing to risk hers and the Doctor's death to save Rory, and the Dreamlord taunts him for it the whole way.
In series 6, it's been made even worse. Arguably his most personal relationship is with a woman who's only going to know him less and less as time goes on, and his decision to involve himself but on a very limited basis allows his enemies to make advances that cost not just him, but those closest to him, and the methods available to him only perpetuate conflict - the Pandorica Alliance and whoever Eye-Patch lady represents banding together to try and remove him from the equation.
How he'll resolve these issues is beyond me to say, but it's been made clear that he can't just continue on as he is.
"But at any rate, the point is that God is what nobody admits to being, and everybody really is."
-Alan Watts
. Her grandfather.
