Snowden himself suffers minor inconveniences relating mainly to lifestyle and the ability to see friends and family.
The friends and family bit is easily the biggest problem for him. The lifestyle might actually be better over there. Over here, an early-30s geek has a terrible time with dating; American women are mostly fat and ugly after the age of 25 (and certainly over 30), and if they're not, they absolutely hate geeks. Russian women, OTOH, are famous for being hot. I'm not sure how Russian women feel about geeks, but if he's well-employed over there, I imagine he has beautiful women lining up to date him.
The main lifestyle problem for him over there is that the Ruble isn't worth much these days for various reasons, so he likely doesn't have nearly the buying power with a job there that he had working here. So if he could get out of the country without trouble, he probably couldn't afford any decent foreign vacations like you can on an American IT worker's salary, and probably has to drive some crappy Lada instead of a BMW.