For me:
Fatigue - I get tired doing a lot less. It took a bit of time to adjust and accept that this was part of the lifestyle, as I was able to do much more in a day than I am now. However, online service has improved a lot over the last decade or so, so it's not quite as bad.
Expenses - I'm lucky to be able to pursue a gainer lifestyle, but I still need to be pretty meticulous about my spending - larger clothing, grocery bills and some of the other, unforseen complications (like getting a bed that is not only comfortable, but can support my weight, also I needed to upgrade my car because of my weight and get tires that won't wear prematurely because of my big ol' butt).
Joint pain - there are times where my ankles and knee joints experience a fair bit of pain, usually when I walk (well, actually waddle) further than I should. This is the worst thing that I wish I didn't have to deal with, but if I'm careful, I don't experience it too often.
6 years