Not really.
I didn't play much on the PSP, but looking back there were so many games that I would have wanted to play had I been more aware. The only reason I didn't get a great deal of playtime on it is because I didn't follow gaming news as closely and had narrower gaming tastes. Don't really blame the PSP for that.
Aside from that, the only console I regret getting when I did is Wii U, which I got a launch. Looking back, I should have waited at least a year, and probably two, to avoid all of the droughts and to save money on the console itself and on software. But I don't regret that too much, I'm glad I have the console.