At the end of the second special, "Planet of the Dead," the Doctor is told explicitly that his time is nearly up and that "he will knock four times." It is by that knocking that the Doctor will know that his end is arrived. With that knowledge in hand, the Doctor goes on something of a power binge in "The Waters of Mars." By far the darkest of the specials, it is this one that is the best. It is an old school space-horror piece, one in which humans become monsters whose main desire is to return to Earth and take over the entire planet.
And then, of course, comes the "The End of Time," a massive two-part episode that features the return of another age-old enemy of the Doctor, the Master (John Simm). Last seen dead and burning on a funeral pyre at the end of the resurrected series' third season, the Master has a few new tricks up his sleeve when he returns. The two-parter also features the return of some old companions; a series of truly touching goodbyes; and a few secrets which, were they discussed herein, could truly ruin the story for anyone who has not yet seen them.
While not always better, it is clear from watching the episodes that the stories certainly are larger – or done in a larger fashion – than traditional episodes of the series. The perfect example of this is "Planet of the Dead," the production of which actually sent the cast to Dubai to film part of the episode. Doing that truly does create the desired effect – as stated in the episode of Doctor Who Confidential which accompanies it – of giving the feel of a true alien world, something the show doesn't always achieve.
The specials are bigger too in terms of the guest stars they feature. In addition to bringing back past companions from the new series, the specials feature David Morrissey ("The Next Doctor"), Michelle Ryan ("Planet of the Dead"), Lindsay Duncan ("The Waters of Mars"), Bernard Cribbins ("The End of Time"), June Whitfield ("The End of Time"), and Timothy Dalton ("The End of Time").