There are only two regrets in life so far.
My first regret is not doing a PhD. When I was doing my Masters, my professor was a very nice person. He helped me on a lot of things and also helped me get my masters on time. He also had other projects and I could have easily shifted my work to the other ones for my PhD. I never gave it much thought and never even talked to him about it. I really should have done it.
The other regret I have is that we took a very hasty decision to buy a house after we got married. I was still finishing my masters when we got married. We should have waited until I got a job before buying a house. Because of our decision, we were bound to that place and could not move to another place immediately. That lessened my chances of getting a job. I loved the house we bought and we spent some memorable years there. I cried like crazy when we left the house and moved to Seattle. Even after all that, till today, I regret that house buying decision of ours.
Well, as S says hindsight is always 20-20. We did learn a lot from our house buying experience and now we do consider a lot before making any decision.