For some of the official apps that Windows Phone doesn't have, 3rd-party developers have created unofficial apps that do the same thing. So I think for Instagram, there are apps that do the same thing and are connected to the Instagram network, but just aren't "official" apps.
For Windows Phone, I actually really miss my LiveTiles. Especially the calendar. So with Windows Phone, I made my calendar extra wide (like pic below) so that I would be able to see my meetings and stuff w/o having to open the app. And then that would update automatically.
With iPhone, you have to open the app and then tap around to get the meeting location and stuff.
I like the built-in search button. Bottom right button:
Just so convenient to be able to tap that button and be able to search for anything without having to open a browser and do it. And it does all sort of searches - local restaurants, news, images, etc.
It also has really good integration with Facebook/Twitter so a lot of times, you can upload stuff directly to Facebook or Twitter w/o having to open the actual stuff itself.