First of all, doesn't 'A Celebration of Death' sound a bit like an episode title?
Secondly, does any other TV series display death so consistently? Casualty has had more episodes than Doctor Who, but I'll bet it can't match its body count (nearly two people per episode, assuming you only count onscreen deaths). The main character has died ten times, seven of them on screen, and hundreds of his friends have been killed by lasers, explosions, laserous explosions, knives, and pushing someone in a big wheelchair off a ledge with a forklift truck. While we are resigned to the companions being unlikely to die (permanently, at least. Rory has five episodes left to match the Doctor for most on screen deaths-that-aren't-really-deaths), the characters who we've just been introduced to are all potential red-shirts. It's such an integral part of the show that the Doctor Who Magazine's Time Team feature has a count of on-screen deaths (which, at the time of writing, had reached The Girl in the Fireplace and clocked up 1,479).
This is obviously the case with many ongoing series. In fiction, death is a dramatic device; the threat of it drives many a narrative. In Doctor Who much of the jeopardy involves the threat of death, whether that be to a small enclave of characters or to the entire universe, and much of the blame lies with the main character and his friends. Doctor Who's total death toll must surely be the highest of any television science-fiction series, which is all the more impressive when you consider the show's family audience. From the death of Old Mother in The Forest of Fear to the presumed demise of Madame Kovarian in The Wedding of River Song, thousands have died on screen, and trillions off it. Logopolis alone sees the wholesale destruction of a sizeable chunk of the universe via the TARDIS monitor. The frequent demonstration of mortality underpins the whole show, and gives it a depth that underlies the surface sheen of fun.
It pervades even the most gleeful romp. Doctor Who is, generally, not considered an especially dark show (certainly among that subgenre of commentators who express disappointment in every show that isn't The Wire), and on the surface it might not give that impression. However, no matter how much clamour there is for a more adult tone, even the most ostentatiously silly looking episodes of Doctor Who usually feature innocent people dying in horrible ways. Love & Monsters, one of the more divisive stories, may have a chase sequence straight out of Scooby Doo, but it also features the deaths of plenty of nice people who didn't really deserve to spend several weeks compressed into Peter Kay's buttocks before dissolving into a puddle. One of them is saved from this fate, but whether or not this is a good thing is somewhat ambiguous. Critics of this episode would point to its silliness, and the cartoon nature of the sequences where people are chased by monsters. I feel that Love & Monsters shows exactly why Doctor Who has such a broad appeal: it's an ostensibly silly episode packed with death, thwarted dreams, and enduring loneliness.
This is a reason for the breadth of the show's audience. Immediate enjoyment can come from the humour of the dialogue, character and ideas, the sheer giddy fun of it all. Quite a few Doctors have a similar front. Both the character and the show hide their keen intelligence and make people underestimate them ('My dear, nobody could be as stupid as he seems', for example). However, because the show is also completely willing to have its supporting cast die so regularly it undermines much of the lead character's heroism. When, in The Doctor Dances, the Ninth Doctor jubilantly cries "Everybody lives! Just this once!" it really is a rarity.
In The Pirate Planet the Doctor is asked what he does for a living and replies "I save planets mostly." As we find out in the same story, he is too late to save many planets and their populations from being destroyed, and he also has a habit of effortlessly making things worse in the short term, leading to yet more death. He is a reactionary rather than an instigator for most of his life, and when he changes his mind as decides to actively seek out and confront monsters, the death toll continues at the same steady pace.
Generally the Doctor occupies the 'letting die rather than killing' moral grey area (unless Bob Holmes was in a particularly bloodthirsty mood that day). There's a lot of wriggle room here, and some brilliant stories have come from both the deaths caused by the Doctor leaving him standing resolutely atop the moral highground, about to slip on a banana with the word 'genocide' written on it in permanent marker.
This underlying, almost unspoken aspect is present in most eras of the show. The earlier series had moments of silliness, education, and brutality. From the non-historical stories, it was clear that there were going to be casualties along the way. The historical stories had a different dramatic technique: show a historical situation involving needless deaths and have a slow-building tension that builds towards the inevitable destruction. As the format was expanded upon, we started seeing stories such as The Romans and The Myth Makers where events such as the Great Fire of Rome and the Wooden Horse of Troy are played as pitch-black comedies until the final act. Throughout the Troughton era, bases were besieged and their inhabitants were usually depleted in the process. Pertwee charmed and stropped his way through a series of civil servants and bullet-immune aliens. Tom Baker managed to be scarier than the monsters.
In the eighties, the aspect of collateral damage was pushed to the foreground in some stories, often ones with a very morbid sense of humour. While this period of Doctor Who isn't one of its more popular, at times it did force the viewer to think about the way the show is steeped in violence and fatalities (even if they're relatively bloodless).
In The Trial of a Time Lord, a story that is painfully close to being brilliant at times, the Doctor presents an example of his 'winning' by saving the passengers on a ship from a race of aggressive plant-life. It is then pointed out to him that his actions in saving these lives involved committing genocide.
When the series returned in 2005, it kept the impression of a fun adventure for the most part, but included the aspect of the character confronting the death and destruction he helped cause. All the while, in the background, people kept on dying. A fallible hero is more interesting than a perfect one, and with the Doctor we get someone who wins nearly every time, but rarely without sacrifice.