The season pretty much covered all of the social, economic, religious, and political implications of people living forever, which were fairly frightening. To me though, the most horrifying aspect would be the thought of being trapped in a state of extreme illness or injury forever. I can't actually imagine anything worse than being so physically damaged that I should die and knowing that I never will.
I just thought it was kind of cool that in every other show the "Big Bad" is always something that kills people and Torchwood went "Yeah, but if nobody died that would be even worse." And they were right. Anyway, it was really good and you should watch it.
Plus, how can you not love Captain Jack?