When Billie Piper left her hugely successful role as Rose Tyler in Russell T Davies' Doctor Who it was possibly the most heart-wrenching time of her professional life.

She had been part of the Doctor Who family for two years and it was during filming of the first series starring Christopher Eccleston when her marriage to Chris Evans ended.

Although it was her choice to leave it was nevertheless a sad time for Billie but a time that is packed with great memories and where life-long friendships were forged.

"When I told the producers that I wanted to leave they were so supportive and gave me words of encouragement that I took with me on my next adventure which was Philip Pullman's brilliant Sally Lockhart series. Russell put pen to paper and gave Rose a wonderful exit," she says.

"When my last episode of Doctor Who was screened I clutched a pillow and sobbed my heart out... I miss them all so much and thank them for the springboard they gave me. It was an experience that was out of this world!"

Even though it was her choice to leave the show it was still hard to leave the great friends she had made in the show's Executive Producer Julie Gardner, writer Russell T Davies and co-star David "Ten-inch" Tennant as she "wickedly" calls him.

"David and I didn't just get on because we were thrown together – we were proper mates and neither of us can remember what it was we found so funny for nine months but we giggled for a straight nine months," she laughs.

"When I left I was pretty scared at first because The Ruby In The Smoke was my first drama since leaving Doctor Who - I wasn't sure if I could pull it off," she explains.

"It was not just that but also my first lead role and a period drama. Lots of firsts there but I had the support of people around me... JJ (Feild) and Julie (Walters) had both worked on loads of period drama as had Brian Percival the director, so I was in really good company."

"I suppose there is a danger in working on a show like Doctor Who because audiences fall in love with a certain character and they can't get used to seeing you in something else. It must be the same for soap actors who move on," she continues.

"I found it difficult to look at footage of Sally Lockhart when I was doing the ADR work because I've only really ever seen myself as Rose – I know I've done The Miller's Tale and Much Ado About Nothing but it really felt that Rose was mine," she adds.

While she was filming the Sally Lockhart Mysteries Billie was simultaneously writing her autobiography with the help of Gay Longworth.

"Writing my book was really cathartic for me and I'm often asked if I was scared about writing it but no it was a load of fun," she laughs.

"I learnt a lot about grammar and really basic things like spelling and how to construct sentences and make sense of a story.

"Gay Longworth helped me with the process, which was that we would sit and talk for about three days on growing up in Swindon, and then she would go off and interview Mum, Dad, members of my family and friends and dig up old press cuttings which would help put the pieces together.

"I met with quite a few writers that were recommended by the publisher but I liked Gay because she had helped Gloria Hunniford write her book about Caron's death and it was handled really carefully.

"When I met her she was really feisty and a bit of a trouble-maker, a mum and just good company and since I knew I had to enjoy spending time with the person I was going to sit down and tell my entire life story to... it was imperative that I trusted her."

Since Billie was first propelled into the limelight by Hugh Goldsmith at the age of 15 her life has been in the public eye and most of her growing up has been done via the papers.

Winning a two-year battle with anorexia, meeting, marrying, separating from Chris Evans, disappearing from view for two years and returning to begin an acting career - Billie has packed more into the last six years than most people achieve in a lifetime.

She now feels like she has finally found her forte in life and is constantly pushing the perimeters of her comfort zone to embrace new challenges.

"I feel like I am fulfilling all the big dreams I had as a kid and the thought of not being involved in the acting world makes me really sad," she says.

"I hope to be growing and adapting and learning different things and I am so ready to have a good crack at the whip now with the Sally Lockhart Mysteries and my first lead role.

"I love all the different areas of this profession and I do feel like I am finally on my way."

Despite being offered a number of film roles she hasn't quite found the right one for her.

"If the right movie came along I would love to do it but I am enjoying my television work at the moment. I have seen a few big action scripts for film but I would love to do something a bit more domestic like current affairs or a political thriller... anything with a social conscience but we shall see what comes along."

But for the meantime she had great fun shooting the Sally Lockhart Mysteries despite having to wear a corset and about four layers in the middle of the hottest summer for years!

"I wore layer after layer after layer but I found the corsets really helped me get into character. It is actually really hard to become a Victorian woman without donning one because the minute you put it on you hold yourself differently - your hair is up and you are wearing period jewellery.

"In the beginning you find you eat very little because it sits on your chest but after a while I got so used to it that I was totally able to wolf down a shepherd's pie for lunch without blinking," she laughs.

"I felt dainty and feminine in the costume and a lot more happens in your head in terms of the role because you don't have the freedom of movement which is great for this part because she is a deep thinker and true to her emotions.

"She isn't oppressed despite the world she is living in but she is quite free."

Billie loved playing Sally Lockhart because of the modern nature and personality of the young investigator: "Sally is a very modern woman who doesn't get beaten down with stuff that society dictates at that time.

"She likes freedom of thought and is headstrong and that's what gets her through this very strange time in her life and the realisation that there are things and mysteries within her own family that she had no idea about.

"Sally receives a note with a warning saying 'Beware of the Seven Blessings', and she realises that this is a note about her father's death and from there the thriller begins to unravel," she says.

"She meets goodies and baddies and people who have been involved with both her father's death and the mutiny that happened at sea.

"She then runs into her nemesis Mrs Holland (Julie Walters) who is also searching for the Ruby of Agrapur and the whole mystery begins to unravel. It is almost like an Indiana Jones meets Tomb Raider."

Playing a Victorian character isn't just about donning a corset and costume – it involves learning about the whole picture at that time – the dos and don'ts of that society particularly for women.

"James Keast our costume designer gave me a book on etiquette to read which was invaluable - how to sit at a table, who to acknowledge on the street and how to acknowledge them; do you pass to the left or the right in order not to collide with someone and it was all fascinating," she explains.

"The only women who were seen to be working were prostitutes - women didn't have a big place in the world which was just so tragic it was such a male-dominated time," she continues.

"I learnt about basic things like class systems to economy and found I really got into it. I'm pretty thorough when it comes to background and always research a project for about a couple of months but the minute I start working I stop the research and get into it because you could go on forever."

Since leaving Doctor Who Billie Piper hasn't stopped working and is probably one of the most in-demand actors of her era.

After filming The Ruby in the Smoke, Billie went straight on to film the second book in the quartet, The Shadow In The North, to be shown on BBC One in 2007.

A role as Fanny Price in ITV's forthcoming production of Mansfield Park followed hot on the heels of Sally Lockhart and with her book publicity tour there wasn't much time for a holiday ntil recently when she spent a few weeks in New York.

It is a city which offers her anonymity: "I love going to New York because nobody has heard of me and I can literally do what I like and go where I want with no hassle... so I relish my time there."

But Billie Piper's days as an unknown in the States must surely be numbered as her successful career builds and builds...