Well, the Ood episode was a lot better than I expected, playing up the mystery behind the Ood's hostility quite well, as well as getting some decent material out of the slavery angle, even though it was a bit heavy-handed. The climax was a bit nutty though.
And the Ood turn out to be less like Cthulhu after all, and a lot more like benign sci fi versions of the Mind Flayers from Dungeons and Dragons.
(My geekery is not quite boundless, but getting there...)
As far as the ongoing mysteries go, there was nothing about the Shadow Proclamation or missing planets this time, but I did spot a reference to "missing bees" (last mentioned in the first episode of series four) and we also saw a repeat of the Donna-and-Doctor-as-deities-slash-legends theme from the Pompeii story. There was also a bit of a nod to the Doctor's "song" (which is more of a meta-reference, really) and a suggestion that Doctor Ten's days might be limited, mirroring the similar (and no doubt similarly misleading) prophecy concerning Rose's demise from the Ood's first appearance.
Regarding those bees, I'm sure we're all assuming that it's something to do with the series arc, but could they also be tying it into the mysterious disappearance of bee colonies in the real world? Ripped from the headlines!