There are a handful of things I miss from OS 9, like programmable function keys (and Extension conflicts. I kid.). Just like The Apple Menu and the Happy Mac, fully customizable function keys were killed by Apple's big cats.
However, we're not at a loss. The folks at Bitbox have described the simple steps needed to get some of that old flexibility back. First, launch system preferences and click the "Keyboard" tab. Next, select the "Use all F1, F2 etc. keys as standard function keys" option.
Now, you can use your function keys as nature intended. Their specialty functions are still available, too (like volume and brightness); just hold down the "fn" key while hitting the key of your choice.