You can save for retirement on your own with an IRA. Often company retirement plans are a joke anyways so you won't lose out on much there.

Get quotes and see what it will cost you for health insurance, play around with getting a low premium/high deductible group policy. Can you get insurance under your spouse's employer?

I think that what you describe is just the reality of small firms. Ask them what they do for insurance.

Why DO you want to take the job?

Benefits usualy account for 25-30% on top your salary. So, your salary will not be the same, it will be 25-30% less because someone else paid that % before. Even if it is a 4 ppl office it will be cheaper for all of you to get a group plan vs. everyone getting an insurance on their own. Unless, as Strawbeary has pointed out you can use a spouse's insurance...

Not necessarilly cheaper for a small firm to get group insurance - we are a 3 person firm, sometimes with a fourth, and I've looked into it. For the moment, because my husband and I have individual plans from a few years back, they are a much better deal than what is currently available. The ages and health histories of the individuals also will affect the total cost.
For myself, after leaving a larger corporate firm to start my own thing, I lost out on about $400 per month worth of health insurance, plus a very limited profit sharing deal (company did not match 401K contributions). So it was somewhat of a loss, but worth it for the experience. I would say it really depends on exactly what benefits you are currently getting, your health situations and requirements for insurance, and your family situation (planning to have kids any time soon, or single for the long run?).
Look into getting your own health insurance, depending on where you are it can be confusing and time consuming, but it's safer to find out now rather than later. Calculate how much your other benefits add up to per month (401K matching if you have it and profit sharing). You should be eligible for Cobra health benefits for up to 18 months after you leave - in CA you can extend that another 18 months - this means you can get three years of health insurance with the current level of benefits you have - you have to pay for it yourself, but it can be worth it. In my case, I am paying $200/month for really full HMO covergae (I like the hmo and have never had any issues with doctors or referrals). It includes full maternity coverage, and since I'm expecting in Feb. it has been great. If I were to try and pay for this level of coverage myself it would be around $450/month. Long story short, I'm still getting a good deal for 3 years after I left my office - after that I'll have to look for something else, but if health insurance is important to you because of special needs it could work out - that way you're reasonably well covered for at least a year and a half, which should be long enough for you to decide if you made the right decision or if you want to go corporate again.
Also, it seems from what you're saying you will be a consultant, if they're not paying vacation or sick pay - if that's the case not only will you have to add up the lost pay there, but also the potential tax hit (approx 10-15% extra for self-employment tax).

Thanks for the replies. R.A., we're expecting in Feb. too! Congrats! And I could go on my wife's insurance, but she's not sure how much longer she'll be at her company, she'll be on maternity leave, not sure if that would effect anything. Lots of stuff to figure out still, and I haven't received any formal offer yet, so I'll wait and see. I'll also have to weigh it against another impending offer that would probably be more money and full benefits but out in the suburbs. (the horror!)