I had the same feeling, I scream so loud that my shout could be heard all the way to England. The funny thing was that I was on the phone with one of my friends in England at the time so I think they heard it from two ways.
But yes it is sad to see him go, but I'm looking forward to the Anniversary
I don't know if you care or not, but if you look up SqueakAnon on YouTube, you'll find an all-audio fan radio show that has the Doctor with Twilight Sparkle as a companion. It's AWESOME, and in comparison to the Doctor and Derpy ones, in my opinion, it's a lot better with a good, rich plot, and good VA's.
I love how Twilight's REALLY not sure about this whole thing. She's not about to trust some gangly madman with a box just on his say-so. And she _does_ have duties to Ponyville and the Princess to be getting on with.
(I expect this mindset to last about two seconds after she walks into the TARDIS, followed by a quiet freakout.)