I was really concerned about the sleeping thing too! I have always been one that really needed plenty of sleep and really looked forward to sleeping in. But, things really haven't been to bad. Dh takes turns, so I do get to sleep in (usually at least once or twice a week).
But, I also find myself anxious to get up because I feel like I am missing all the fun! We were determined to work PJ into our lives, instead of stopping our lives when he arrived. I'm sure things will change as he gets older and more active, but for now we just load him up and take him with us! Yes, things take a little longer and "No," I can't stay out shopping all day. But, it is much easier than I thought! When he was 6 weeks we left him with my inlaws for the evening while we went shopping. I couldn't even believe I hadn't been away from him for 6 whole weeks and I wasn't insane!
This has gotten kind of long. I guess what I am trying to say is: like you I was really nervous about the change, but it has been much easier than I expected!
Good luck!