I remember reading more than one fic in which Martha would kind of look at how he was reacting to danger and go, yeah, he has a death wish. So that would be S3, which was when he started getting mopier again because Rose left.

Which I suppose if you think of it that way, then his whole not wanting to die thing about regenerating becomes less whiny and more like finally getting over some of his angst, but it happened after a fairly literal "glass case of emotion," so that didn't play as well as perhaps it should have. :P