He's visited Sarah Jane Smith and Jo Grant in "Death of the Doctor" (Sarah Jane Adventures story), he visited Craig Owens in "Closing Time" and had wanted to visit Brigadier Lethbridge-Stewart in "The Wedding of River Song" but sadly, he had passed away. The Doctor had told Jo Grant that he doesn't like dwelling on the past so he doesn't really go back and check on his friends.
Also, in "Let's Kill Hitler", he has a lot of guilt surrounding Rose, Martha and Donna. Something I'm sure he doesn't want to relive. (In any case, visiting Donna would put her life at risk.)