I've been using postgres for a few years now, I also use MSSQL, MonetDB and MySQL.

Some of the things I miss most frequently are:

- Easy table partitioning.

- Support for "phrase search" in fts.

- MERGE/UPSERT support.

- Columnar storage (and related optimizations) for "OLAP like" workloads.

- EXPLAIN ANALYSE that traces functions.