Not all third world countries are as you describe o.o Sometimes the nation is just not as rich as others, and therefore can't provide as much to its people. In fact, my girlfriend is from the Philippines which is considered third world, and she has a f*cking Macbook Pro, an iPad (the latest one), the latest iPhone, all these gadgets that I (who lives in the U.S) do not have. Her internet is also faster than mine even though mine's advertised as high speed. Its also common in her nation for most households to have at least one permanent maid and/or cook. Sounds pretty amazing to me.
I guess the thing I appreciate most about living in a first world country is the availability of online products. Many online stores won't sell to "undesirable markets", like certain countries. As I live in the U.S, I live in a desirable market country, so its product heaven. We're also never a test market (such as Australia or Mexico) so we only get the best of the best.