Midnight is one of the best—if not the best—episodes of New Who, & it should be considered required viewing for anyone attempting to do horror.
It was said by someone that the second that you see the monster you are given relief. The best part, and most horrifying, is that you never once see what this is. You also don’t know exactly what it is, how it does what it does or anything else.
There have been some pretty terrifying monsters in Doctor Who, and I think that this one is in the top 3 easily. And it’s also one of the few to actually get the upper hand on The Doctor and leave him stunned and, in some ways, defeated. The monster is also still at large, and there’s no telling where it is or if it will come back. It’s become unseen once again—the most terrifying part of its existence.
On as sidenote: I love the lack of a companion in this episode. Even though I absolutely love Donna I felt like it worked better without any companion—and it’s interesting that the next episode was almost 100% devoid of The Doctor. I honestly love all the episodes from this point on, through the end of the Series 4 Specials, and have nothing bad to say about them.