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M$3 Answers
One of the biggest changes would be related to life on this planet.
Because of the moon's motion around the Earth we have tides. This narrow range of land which the tides affect is a very active area of the world in terms of the development of life.
In a world without a moon this section would not be very large and would not be changing twice a day. This influx and egress of salt water is hypothesized to be one of the main drivers for organisms to force adaption strategies and to evolve.
Also there is the effect of these tidal forces on the planet. Studies show that this cyclic stretching of the earth generates heat which drives tectonic plate motion. If we did not have a moon then our planet may have cooled significantly earlier and become dormant like Mars - whose two moons are too small to generate much of a tidal force on the planet. (see ref below)
And at night we could only see by starlight.... :-)
Here you can see the relative sizes of the moons in our solar system relative to the Earth.
http://i46.tinypic.com/wrgb5y.jpg
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M$You can leave an optional "tip" with Mahalo's virtual currency, Mahalo Dollars. If you are asking a difficult question that might require some research, or if you'd like a wide variety of feedback, a higher tip often leads to more answers to your question.
M$Astronomy Degree
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M$

Without the moon we would also not have had that comparatively easy stepping stone into space.