I don't have a degree either and I have to admit: when I was in my 20s, it bothered me too as I thought, "I might be missing out on something." Today though, running my own business, I see that it worked out perfectly. In my latest job posting (for a .NET/SQL dev), I wrote "A Computer Science degree is not required but helpful" because I don't equate degree to good code.

Joel Spolsky talks about this in his book and he prefers a degree or, if not a degree, evidence that the person had to go through some sort of highly selective process.