Would be nice to edit the JavaScript as well in the process of debugging it. JS Breakpoints currently (in nightly) block loading of the JavaScript file the breakpoint is in. The file is loaded, just not visible in the debugger.
From the tools, no way to see data like cookies or local storage (Cookies can be seen on the network tab, but it's not the same). Chrome has this in a Resources tab.
Chrome's timeline.
The style editing options in the inspector are limited. Sure, the style editor is a colorized text editor, but there is no easy way to edit styles as in Chrome. Chrome, I can set states and work with them without worry. Editing CSS is also easier with auto-complete. Basically, editing in CSS in Chrome is better than in Firefox.
There are a lot of little things. They are catching up. I can get some of these things in Firebug, but then I'd be using Firebug.
Finally, the console is limited. In Chrome, I can bring up the console on any section. This is important, as it lets me use the console while looking at the information I'm currently working with for reference.
There are things I like, and I'm looking forward to the day it's comparable and meets my needs.