I don't miss it that much. Yes it's fun to occasionally share the stage with great players, and I do sometimes. But don't forget all the hassle with wondering if everyone in the band was going to show up, if someone was mad at someone else, if someone's wife was mad at someone else's wife, etc. If you want to learn a new song, you have to teach it to everyone else in the band.
Also you have to share the money with other people. I prefer to do it MY WAY.