My biggest single regret is not getting a fleet of Cybertron Thunderblasts.
She was on sale for the longest time for $5 at the Walmart near me.
I kept putting off the purchase "till later", which never actually happened.
Now she goes for a redunculous price online.
Another regret was not picking up Titanium Menasor from HTS. For a while there they could not give that thing away, and I could have picked him up for a song. I now have a pretty good collection of "Nemesis" colored repaints, and he'd fit right in.
Also there are a few Henkei versions of figures I had in Classics that I could have nabbed that I did not necessarily want at the time. But, of course, I want them now that they cost 50 times as much.