Positive Female Characters
I like that the girl, Milly, played by Thandie Newton's daughter, was intelligent and compassionate, and displayed a genuine and organic interest in science, without it feeling tacked-on. It was especially gratifying since Burton has always tended to favour whimsy and fantasy (it's partly why I'm such a big fan) over the practical and the scientific, so I'm pleased he was able to give such positive attributes to a scientific-minded character in this one.
I also liked that [SPOILER] Eva Green's acrobat, Colette, turned out to possess a heart-of-gold despite initially coming across as a bit of a supercilious snob (clearly it was simply a façade and all about keeping up appearances as Vandemere's girlfriend). It was also cool to see Miss Atlantis use her physical strength to such important effect during the rescue of Dumbo's mother.
None of the female characters were so-called 'Mary Sues' but it was great to see them portrayed with such dignity and sympathy.