I miss a lot of things already mentioned - health bars, the ability to carry more than 2 weapons (in FPSs), less linear level design, less hand-holding in general, etc.
One I would like to mention especially though, as it seems no one else has done so yet and it´s been really getting on my nerves lately: the ability to actually roleplay in RPGs. There was a time when dialogue wasn´t only about yes/no/dunno, or absolutely good/totally evil/strictly neutral (and possibly intel gathering), a time when you had options to choose from, even various ways of saying basically the same thing (e.g. accepting the quest nicely/angrily/bluntly/eloquently and what not...) and it was a great way to flesh out your character...
One I would like to mention especially though, as it seems no one else has done so yet and it´s been really getting on my nerves lately: the ability to actually roleplay in RPGs. There was a time when dialogue wasn´t only about yes/no/dunno, or absolutely good/totally evil/strictly neutral (and possibly intel gathering), a time when you had options to choose from, even various ways of saying basically the same thing (e.g. accepting the quest nicely/angrily/bluntly/eloquently and what not...) and it was a great way to flesh out your character...