This has been a fab thread to read, thank you 
DS1 was born at 31 weeks and weighed 3lbs8oz, and is a surviving identical triplet (brothers died in utero due to TTTS). He's now 4 and due to start school in September. He had a fairly uneventful ride through NICU with only minor bleeds, suspected sepsis, and lingering jaundice. And a failed hearing test, but he passed second time round!
Like many others have mentioned he's emotionally immature. He was wheezy and had an inhaler from age 1-3 but has outgrown that now. He also has very slightly delayed speech - he was assessed by SALT as about 6-12 months behind, but not behind enough to warrant any input from them 
I had never considered his emotional immaturity could be related to his prematurity, that's definite food for thought.
Looking back, I have no idea how we coped for the first 6 months. He had to be fed on a 3 hourly schedule, but took almost 2 hours for each feed - up to 1 hr BFing then a top up of prescription formula to make sure he got enough calories in. He also came home needing to be kept in a room heated to 22 degrees C - we had to wean him down onto normal temperatures over a 3 week period. Since he's a winter baby, our heating bill went through the roof.
Physically, he walked just after his first birthday, so about 10 months corrected. Once he started moving, he never stopped (and still hasn't!). He continues to amaze me with how well he's doing, and as others have said, if you didn't know he was prem then you would probably never suspect it.