Freedom of speech (and the lack of internet censorship)
Bacon (you can get some here, but its just not the same)
Cheese (ditto)
Non-sweetened Bread
Bovril
Queues (Something I never thought I'd say before I came here)
A bath tub
However, compared to the things I'm glad to be away from, these now seem so trivial.
@rhymeroyal:
Steve Wright - try
BBC Radio online Heh. You can't access BBC news in text format.. but listening to it is no problem.