I can speak to the OP as someone raised Roman Catholic.
Even though I no longer can believe as required to be a Catholic, there are several things that I miss and probably always will about being Catholic.
1) The certainty that the church had a safety net by means of the sacrament of confession for all those things that you keep on doing even though you know they're wrong. Along with that, the teaching that Jesus is always there in the confessional in the presence of the priest, hearing you tell your sins and understanding because He was human too how easy it is to fall back into old behaviors you'd promised yourself you wouldn't do again. There's something very comforting and healing about opening up and telling the priest-as-Jesus what all you did that was wrong and having him say, "Your sins are forgiven. Go and sin no more."
That's something that a Protestant just doesn't understand. Mostly, why you would need to talk to a human being, the priest, when you can just ask God for forgiveness in prayer. Sometimes, just as we feel better telling our problems to a sympathetic person, telling the priest how we've failed and hearing that it'll be okay, we're forgiven and can start anew to try to do better really helps.
2) The Mass, including the belief that the dramatic ritual of the priest speaking the words of consecration over the communion wafers and chalice of wine actually transforms them into the Body and Blood of Christ, is something that touches a Catholic deeply in some sense every time you attend Mass. I still respect its awesomeness and power so much that I cannot fail to capitalize the words.
Again, that a ceremony could have such an impact will probably never be understood by a non-Catholic. Anyone not a Catholic rarely can understand but a glimmering of the uplifting feeling that the the consecration followed by receiving communion can bring.
3--The beauty of the architecture and interior design of most Catholic churches whether your taste tends toward very modern and simple or Gothic and elaborate as many of the 19th century and early 20th century American churches are.
This is another aspect of Catholicism that non-Catholics think is wasteful and overdone. All those statues, stained glass windows with pictures, colors, use of gold for the chalice and some decorative touches, sometimes marble and other valuable types of stone or materials--just way over the top.
To Catholics, beautiful surroundings in church encourage the mind to contemplate the beauty of Christ's sacrifice and the beauty of God's love for His Church.
There is nothing comparable to a Christmas Midnight Mass to impress a person with the awe and majesty of Catholic ritual. All the stops are out on that night, and even in the most modest little Catholic church, that Mass will touch you profoundly in some way unless you've truly a hard heart.
4) The knowledge, as Kathryn mentioned, that every aspect of the essentials from the order of the Mass to the beliefs required of Catholics is the same worldwide. A Catholic will feel at home no matter where in the world s/he steps into a Catholic church. During Mass, even if you can't understand the language used where you are, the prayers, readings and rituals are in the same order as they are in your home parish. You can still figure out what's going on and recognize each element if you pay attention.
"Once a Catholic, always a Catholic" is true in a grander sense than I like to think sometimes. And in those moments, I miss it on a deep, emotional level that I know cannot be satisfied by any other religion. That's what the training and understanding that even as a living person you are a member of the community of saints does to the mind and heart.
Edit note: Lotta edits. Difficult to write clearly when you're speaking from such a deep well of emotion.
