Well, did you receive any dividends or distributions? If your investments cancelled their dividends in 2012, as many companies hurting for cash have done, they don't need to send you a 1099-DIV. However, if you have received a dividend check in the mail from a brokerage representing your investment, you can login to an account at that brokerage, and print out the necessary documents. Some companies are doing that to save on the cost of postage.
I like tax time. I get plenty of service calls from accountants, enrolled agents, and individuals, trying to do taxes under stress. That's when mistakes and disasters tend to happen. It's a little for disaster season, but in a week or two, I should be quite busy.