The dalek begging for mercy never really bothered me all that much, oddly enough. Sure, it's seems counter to everything we ever see of them (although the series has been humanizing them more and more since the show was revived), but then you have to remember that it's River. The Doctor chooses his friends carefully, as he puts it, and they don't hold a candle to the Doctor when it comes to darkness and ruthless malice.

River doesn't fit that pattern, though. She's more like the Master, someone the Doctor would never associate with if it were not for his own crippling survivor's guilt and loneliness. She's a violent, self-professed psychopath who is far more ready with a sidearm than the Doctor finds comfortable, but her obsession with the Doctor leads her to channel it in "good" ways.

In short, River may very well be every bit as terrifying to the Daleks as the Doctor himself, but with one very specific caveat: the Doctor doesn't like to kill. Oh, he will, but he never likes it - or, perhaps more accurately, he's afraid of liking it. He often even tries to save his most hated enemies at the last moment, though they rarely take him up on it. River isn't like that - she represents all the terror of the Doctor without the restraint.

And then the Dalek killed the only thing that had ever restrained her. Yeah, begging for mercy sounds like a proper thing to do, especially when you're the only Dalek in existence at that point. Survival at any cost, remember?

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Now that I've seen the trailer you've been talking about, however, I'm less interested in the Daleks and more interested in the Doctor's speech about how he intends to honor "everyone who's suffered and died because of my mercy" and Amy's response of "This is what happens when you travel alone."

I love the sections that show the pain the Doctor is really in (Dalek, School Reunion, parts of the Season 3 finale, End of Time, Amy's Choice, The God Complex, Closing Time). It's easy to see the Doctor as a swashbuckling hero who has a heart of teflon, and all the pain and loss just slides off him, but the moments when you see how false that image of him is are his finest moments, if you ask me. That's why, while I like all the doctors, 9 is my favorite (11 is quickly closing in on that, though).