soapbox, you have made a very good point that i will have to think about. But off the top of my head...
I don't really miss going out drinking at the drop of a hat any more, can take it or leave it, but i do get miserable if there is a night out i want to go on but can't get a babysitter for. I miss feeling completely free when i'm out, ie not having to worry about getting back for babysitters/getting too drunk etc etc.
I hate not being able to go round to my boyf's when i feel like it, I have to rely on him coming here. I don't feel fully part of his life like i would be otherwise (inc spontaneous nights out with him & his mates). i know it bothers him sometimes too though he doesn't really complain :). I get sick of our relationship existing mostly in my flat.
I miss being able to meet up with my close set of friends whenever i want, free of dd. They aren't really going-out-drinking ppl so when i meet them i'm usually with dd so that affects my 'free' communication with them iykwim. (feel too guilty to ask them to schlep over to mine of an evening instead every time, esp as they do babysit on the odd occasion.)
I miss TERRIBLY being able to lie in at the weekends, and to have a nap mid afternoon if i feel like it.
I miss being able to do anything for myself without having to root around for babysitters - eg haircuts, doc appointments (intimate ones i mean
), clothes shopping, swimming etc.
I miss being able to nip to the shops in the evening if there's something i fancy or something i forgot to pick up in the day.
yeah ok i'm scraping around the bottom of the barrel now 
Oh and a biggie - i absolutely PANIC when i get ill because i have no choice but to carry on looking after dd. I thank my lucky stars she is so wonderful and so far has seemed to understand what ill is and gives me as little trouble as she possibly can when it does happen :).
I must say I feel the lack of freedom thing far more at the weekends, when everyone else is free. During the week my days feel more like a "working day" iykwim and on those days I feel very lucky to be in the situation i'm in and ironically free-er than when i think about other ppl working! :) But at the weekends if i've got nothing planned, no one to see etc i can wind up feeling pretty miserable. So in that way, it is a comparative thing isn't it. I am trying really hard to work on feeling positive about my life - cos i am happy - and to accept what I'm not free to do and just get on with being happy and doing what i can in whatever way i can. But it's not easy. You saying "how does it compare to what you can do with dd?" may be the key here, and what you say TinyGang is also so true, all the positives by far outweigh the negatives. So i've just gotta GET OVER IT!! :)
btw TinyGang I hate that too from ppl with older kids, it sounds really patronising or something. But I have to disagree, for me personally, about warning mothers to be about the first few months. Putting a "vague positive spin" on it all is actually what i felt a bit resentful about...
phew sorry everyone it's a long one u got me started soapbox! u did ask! And I'm well aware i sound like a right old self piteous windbag when i am actually one of the luckiest ppl alive.