1. "Um...the inside's bigger than the outside?" The first time they see the TARDIS
Donna starts on the inside and is shocked to see the outside, while Rose & Martha see the outside first and are shocked to see it's bigger on the inside.
All three go around the TARDIS...
...and go back inside. They all remark the inside's bigger than the outside.
Rose and Martha stay, Donna runs! So all three are in the opposite position they were in before (outside- inside).
2. "You're not mating with me, sunshine!" Getting into the TARDIS as a companion.
In this entire sequence, Donna plays the part the Doctor normally plays. Here, she's the one standing in front of the TARDIS asking if she can come. With Rose & Martha, the Doctor asks them to come while he's standing in front of the TARDIS.
The person facing the TARDIS has doubts...
...and the person in front of the TARDIS convinces them. With both Rose & Matha, the deciding factor is time travel. Donna just has to make clear she's not interested in mating with the Doctor:)
Happy times! Once again, Donna & the Doctor reverse roles since it's the Doctor saying "it's bigger on the inside" this time.
3. "This is me, getting out." Leaving as a full-time companion.
Rose leaving was a shock for both her and the Doctor. Martha knew she was leaving, while the Doctor didn't. The Doctor did know with Donna, while she herself didn't. In a way, Rose leaving was no one's choice, Martha's was hers, and Donna's was the Doctor's choice.
Rose & Donna don't want to accept that they're leaving, Martha does.
All three try to negotiate, to have the Doctor a bit longer. "Why can't you come through properly?", "If that rings, when that rings, you better come running. Got it?", "Please, don't make go back." Only Martha is succesful.
In the end, Rose is devastated, Martha is happy, and Donna is ehm...blissfully unaware?
I had planned to make more comparisons between them, but then this would've gotten waaaaay too long.