While I've only seen the complete stories from doctors 1 and 2 (plus The Invasion which I watched as the first animated recon) and that a while ago, I seem to recall much more local costume attempts in stories like The Romans, The Aztecs and Marco Polo (not a complete story). Perhaps it's just that those time/space costumes stood out for me as something that was less prevalent in NuWho, though did sometimes happen. Rose did for The Unquiet Dead", the first historical of the new show.
I just realised of course that NuWho started with three episodes that reflected its original premise: first ep set in present day earth, second ep set in a science fiction future with some science content (sun expansion, continental drift), third episode set in Earth History featuring a famous historical person.