What the end of "Random Shoes" where Eugene's soul or consciousness was ascending upwards?
I never saw that episode. But all the episodes where people brought back by the Resurrection Gauntlet and proclaimed, "Oh my God, there's nothing!" seemed to be pretty clear in their intent that there's no afterlife. Which fits in well with Torchwood's existentialist bent.
ETA:
Reading the synopsis on Wikipedia, it seems pretty clear that the Dogon Sixth Eye is responsible for the preservation of Eugene's consciousness after death. As such, I don't think that episode is clear evidence of the existence of an afterlife in the world according to Torchwood.
Having said that, I think we should also all bear in mind that Torchwood Series One and Two were really more the work of Chris Chibnall than RTD.