This is my biggest complaint with the new series (once it finally had regular non-Earth visits). Some of my favorite companions have been non-contemporary (Leela, Jamie, Zoe) or alien (Romana, Turlough, Nyssa) and I would like to see more of that. Nothing inherently wrong with contemporary (The Brigadier, Tegan, Ace, Donna, Amy, Rory are all fantastic), but we definitely need some variety.
Both RTD and Moffat considered non-contemporary companions, though. Martha was originally developed to be from 1914, and Clara was developed as the Victorian governess we saw in "The Snowmen." Ultimately both producers decided to make them contemporary (and for Moffat, that was a very late production decision) for whatever reasons.
Past, contemporary, future -- it doesn't really matter to me. Yes, I'd like to see more variety in the companions' eras, but it's not a make-or-break thing for me. What matters is the character and whether or not the character works.
