I'm using the express editions of VS 2010 and here's what I've found to be missing compared to VS 2008 Pro:
No support for plugins at all (e.g. no Resharper or what not)
No windows Service template (this is really odd as this exists in VS 2008 C# express edition, so it must've been removed from 2008 express to 2010 express)
And that's pretty much it, there are probably other things missing too, however I haven't come across anything else.
I've used VS 2008 express editions at home for a long time (and now 2010 express), but run VS 2008 Pro at work.