But be careful of the context. All your meanings are positive interpretations, which may be so. However, depending on the tone of voice (or/and context) it can be a derisive comment.
It can be another form of, 'Here we go again!'
Imagine the situation where you work in the Complaints Department of a company, responding to letters of complaint. You have exchanged letters with one irate customer a few times, and your co-worker and you have discussed the ongoing saga of this complaint (probably with long-suffering smiles). Finally, you think it has all been sorted out...when you receive another letter from the customer. You read it, and in handing it to your colleague, say .."and on we go!!" (with the meaning, will this never end!)
What was the context where you found this? It could be that it merely means, Onward comrades, sally forth! Only another couple of miles to walk and we'll be home. or that real progress is being made on some project, a breakthrough has occurred perhaps.
