I'm gonna say... himself, dying.
Or him betraying someone he loves.
My first thought was himself but then I wasnt sure if that would be to obvious or not.
I like the idea of it being Rose, well not like as such but think its a good one you know, then I thought maybe him self (or his form at the time, so David Tenant) with out Rose?
We know he hates himself, perhaps he saw himself.
That seems to be the most popular opinion.
Hmmm I never connected that--but it seems plausible.
I believe that The Doctor may have seen himself leave Rose, or something similar to that, or possibly all of his former companions, or possibly every Time Lord he ever killed, as I'm sure these memories haunt his nightmares.
Just clearing things up, in Amy's room, we saw her as a little girl, waiting for the doctor, right? So that means that she was afraid of waiting or depending on someone. The doctor saw that and told her that he couldn't save her, so she stopped depending/believing on him. Am I right?
In the doctor's room, personally, I think it was River or himself. Although, himself seems a bit obvious. Seeing as this is Doctor Who, I think that it was River.
I think he saw himself being all alone.