My lo was born at 32w and 6d. She spent 14 days in the NICU just to establish feeding and make sure she was gaining weight. Like the pp, I too had "warning" since my water broke for unknown reasons at 32w 2d. I was immediately admited to the hospital and started on the steroid shots. My lo had NO breathing problems at all, didn't need any oxygen or anything. She was mildly jaudice for 24 hours from day 3-4. She did need a feeding tube (through her nose) for about 9 days because she just didn't have enough energy to take full feedings, but she was taking at least part of each feeding through a bottle by day 5. Oh, she was 4lbs.11oz.
I was told that 32 weeks has pretty much the same prognosis as a full term baby and that most likely all they need at that gestation is help "getting started" and there shouldn't be any long term effects of the prematurity. I was also told that 34 weeks is better and that was our "goal" to keep my lo in until then.
My lo is now 3 months old, 10 pounds with chubby legs and fingers lol and you'd honestly have a hard time telling she was a preemie. She's of course small for a 3 month old, but she's in the 95th centile for her adjusted age! she's starting to smile, has great head control, will look for me if she hears my voice, is starting to make all kinds of "cooing" sounds when she's looking at something interesting etc. The only thing she's behind with for her birth age is hand control, but for her adjusted age she's way ahead.
What happened when you were in the hospital? I'd push for the steroid shots just in case if you haven't had them already.
EDT - oops, I fixed it but my original post said feeding tube for 19 days, it was 9.