I regret spending approximately $10 on Lair.
I don't have a 360 so I kinda regret buying Eternal Sonata for 360. But the cover is pretty.
I own Nights for the Sega Saturn even though I don't own one but I got it for free along with FF8 and MGS for the PS1.
OT: SaGa Frontier has to be the biggest regret that game is terrible. When it comes to recent games I go with Enchanted Arms and the Last Remnant at least I got those two for less money then what it cost me to buy SaGa Frontier.