Yes, I regret buying PSP & DS last gen because I didn't play them much. I drive so can't play while commuting, and when I'm at home I prefer to play my consoles or PC, so portables don't get enough use and this gen I didn't buy either.
After that I don't really regret but generally disliked the Wii. Outdated technology with motion gimmicks was not what I wanted video gaming to become, and fortunately neither did most people in the long run.
For current gen I don't really regret buying either PS4, Wii U or XB1. PS4 is a treat in every way. Wii U game quality is excellent, and the gamepad is great to play on without using the TV. The XB1 has had a few great games, but is going to be a bit idle until QB, Halo 5 and (fingers crossed) next Gears of War come out, but I can't regret it because it was cheap, especially MS gave $100 trade-in for my really old XB360.