I hear ya. I wasn't sure I would use the stylus on my Dell Venue 8, but I've been having a blast drawing/painting while I sitting on the couch. It has an active stylus that uses Dell Synaptics, meh...good enough. The stylus has had a rocky road, but the third version is pretty solid.
My buddy busted out his note 3 and showed me some of his stuff and I was jealous. I would trade in my lumia 920 in a heartbeat for a 1520+active stylus. I know I can use my Venue, but the convenience would be awesome. Hopefully, there is something for WPs soon.