I've come to think of this place as the world's best very small town. It is a great place to live, don't misunderstand me. The things we do have are top notch, there's just not much variety.
The things I miss most are the things you probably wouldn't consider big pro's if you lived in a city. I miss a variety of casual, inexpensive places to eat. I miss being able to go to movies or a mall or WalMart without the hour and a half drive time factor. It's hard to pop out to a movie after dinner on a work night if you know it's a four hour time commitment, versus two hours in a city.
On the upside, you tend to socialize in groups more, and there is a stronger sense of community here than anywhere I've lived in the past.