In "The Power of Three", Kate Stewart (Kate Lethbridge-Stewart, the Brig's daughter), played by Jemma Redgrave, was introduced into the TV show & she has since become a significant recurring character. The character originated in "Downtime" (Reeltime Pictures video) & returned in "Dæmos Rising" (Reeltime Pictures dvd), in both of which she was played by Beverley Cressman. (Admittedly, she's from videos, not a book, comic or audio, but she's the most significant "imported" character.)
The Eighth Doctor, in "The Night of the Doctor", referred by name to several companions from the Big Finish audios (in the "The Day of the Doctor" (novelisation), he also mentions Fitz from the EDA novels).
Other than that, if you're looking for specific direct references, there are a few of these, but not many. For example, in "Boom Town", Rose refers to having visited Justicia, which happened in "The Monsters Inside" (novel). Muriel Frost, a UNIT character from the 7th Doctor comics (who later appeared in the Big Finish audios) was implied to be one of the UNIT contingent killed by the Slitheen in "Aliens of London". And so on.
There are also more general ideas from the non-TV media that have been later brought into TV. Most commonly, a bit of 'fanon' that was first canonized in the novels was also later mentioned on TV. For example, "Remembrance of the Daleks" told us that one of Rachel Jensen's colleagues was named Bernard (associated with the British Rocket Group). The novels, especially "Nightshade" (novel) and "The Dying Days" (novel), made it explicit that this was Bernard Quatermass, and the events of the Quatermass serials (which are of course fictional in our world) happened in the Whoniverse; "Planet of the Dead" later directly referenced that. Similarly, "The Talons of Weng-Chiang" briefly mentioned Time Agents from the 51st century; the details of the Time Agency were expanded on in the novels, especially "Eater of Wasps" (novel), and those details were borrowed into TV in "The Empty Child"/"The Doctor Dances" and later episodes. The fact that the Doctor and the Master knew each other as children first appeared in the novels, and was later a plot point in "Last of the Time Lords" & "The End of Time".
In other cases, characters, concepts, or even complete stories are borrowed but adapted into a different form. "Dalek", "Blink", "Human Nature"/"The Family of Blood", and "The Lodger" were adapted from (respectively) "Jubilee" (Big Finish audio story), "What I Did on My Christmas Holidays by Sally Sparrow" (short story) in a Doctor Who Annual, "Human Nature" (Virgin New Adventures novel), and "The Lodger" (Doctor Who Magazine comic story). Similarly, RTD has explicitly said that the Last Great Time War was inspired by the Second War in Heaven from the Eighth Doctor Adventures novels, but they're not the same war. In most cases, the writers don't tell us where the inspirations come from, but there are pretty solid hints—for example, some of the dialogue about Rory's 2000 years as an Auton is identical to novel dialogue about Fitz's 1000 years as a Remote.