It's really tough. Both our families live on the other side of the world. Why I would give to have my mum nearby to pop in, take DS just for an hour and come to help me when one of us is sick! Or even some inlaws! We have great friends but it's not the same and you can't ask the same of them. Going out is so expensive as a babysitter is $20 an hour so we don't go out that much.
Anyway, we love Oz and think its a better place to live and the right decision for us. Otherwise we would move back! But we would not live near our families at home anyway due to work so would face a lot of the same issues anyway.