This might be totally trivial in comparison but my biggest regret is never seeing Queen live while Freddie Mercury was still alive.
I have seen them twice now with Adam Lambert (very good) but just not the same.
There are plenty of things I could have done differently/better in life, but all in all I think most of them have taught me things, or led me to other places that have turned out ok, so I can't really regret them overall.
Even getting into a stupid, stupid relationship with a stupid abusive man - that taught me a lot about how easily that happens, and how hard it is to just go "fuck off then!" when they start to mistreat you. Gave me far more empathy with others who are in that situation. I was SO lucky he moved on to someone else (Don't think she was but she wasn't my problem).
I can't even regret moving to Australia (although I have some regrets over it) because if I hadn't met and married an Aussie, I wouldn't have my beautiful boys - and while it's far from a bed of roses (or land of milk and honey) it's a fair trade-off. Can't move back to the UK easily though, which I would do, given the choice - but I have a good life here, really, it's just the heat, weather and bugs that make me miserable here.
(((hugs))) to all of you who have had serious problems in life 