If you really miss it and insist on having it back in view, you can set Vista to display it quite easilly:

1) Right-click on the task bar and choose properties
2) Click the "Start Menu" tab and the the Customize button
3) Just over halfway down the list you'll see "Run command", check the box and click OK

However, unless you really just have a problem with change, there is no need for the run dialog any longer. The search box does everything the run dialog did and more-- and you don't even need to call it because it is right there on your start menu (your cursor is even set there for automatic focus, so there is no need to click into it). Type a command, a path, what ever you would have used the Run dialog for and just hit enter.

I never bothered putting Run on the Start menu even in XP; I just used the Win+R shortcut. Hold down your Windows key, press "R" and there it is. In fact, even on Vista, knowing I don't need it, I still find myself doing this out of habit. It works still, it is just not necessary. Now you can just hit the Windows Key-- it can't get much easier than that!