During my PhD, I got the full experience, drumming up new ideas, grant/proposal writing, managing and setting project goals, maintaining collaborations and doing the actual work. It was fulfilling and fun especially working with great group of people that are 100% dedicated but, boy, was really, really hard.
The long hours, terrible pay, and watching people stuck in the post-doc treadmill got to me. Plus, I saw quite a few 2-body problems fall apart (mine included). I also watched my advisor go through the tenure process, it seemed like he never slept.
It's been challenging getting into industry (I'm still looking :) ), but, if I make it, I'll write a blog post to see if there are any regrets in 5 years. But, like the author, I'm already missing the culture, going to seminars (the terrible seminar coffee), and nerding out with friends in other disciplines.