Me, I regret buying the PSP Slim & Lite, I sold my old PSP for the same reasons that still exist now, I also regret buying Brave Story with it, that game is crap, like the rest of them.
I also regret buying Contact a month ago for the DS, insanely boring!
And I do wish I didn't waste so much money on Virtual Console games that I have never even bothered to play at all, I bought them to make my channel screen look pretty.