At the moment, the 360, since every major game I've bought for it is on Games for Windows, barring Halo 3, which is not a favorite by any means.

Since my PC has better graphics pushing capabilities, runs the same games at higher resolutions with typically better effects and has greater storage, I regret buying Mass Effect, Orange Box, Gears of War, Tomb Raider Anniversary and Bioshock for the 360 instead.

They're all compatible with the Xbox 360 game pad for Windows too, so the controller factor isn't an issue, which is good since action games like Tomb Raider are virtually unplayable with a mouse and keyboard.

Buying this game:

Beijing 2008 for the PS3.
I should have got mario and Sonic at the Olympics instead...

I had a blister within the first hour and have only been back once since...

Alone in the Dark wii, and GT Pro, both cheap but both are cheap and shit

Buying my last game full price. That would "Vice City" for the PS2. Since then, I have never, ever paid full price for a game. EVER.

I would go back and erase me ever buying Lair.

1) Buying an extra Sixaxis... I barely touched it, then the Dual Shock 3 came (I didn't know about it)
2) Buying Pixeljunk Monsters right before it goes on sale for $5 (Yeah, it's only $5, I know)
3) Buying Resistance: FoM.  With all the good reviews, I expected more than just a generic shooter.  I'm not a big shooters fan but honestly can't see what's good about the game.
4) This goes with #3 - buying the PS3 before it dropped $100.  If Resistance was the shooter I expected (like CoD4, which is great), I wouldn't be so annoyed, but damn.
5) Never having touched the MGS series.  I missed the PS1 era (the N64 / PC kept me busy), and I never bothered to revisit the game.  Still need to work on that...

I couldn't get a PS2 at launch, so after weeks of searching, I got a Dreamcast. It was more than I could've hoped for! I bought 4-5 great games too. My friend had a PS2 and Tekken Tag. I had a Dreamcast with Shenmue, Soul Calibur, Zombie Revenge, RE Code Veronica, and Jet Grind Radio. I took great pleasure in making him feel like shit!!

After about a week, Sega announced the death of the Dreamcast on CNN. WTF!? And, the price of the console dropped about $100 a week after I bought it!!

If I could go back in time, I would've bought another VMU. The Dreamcast ROCKED!!

Let's see:

on the PS3; Lair,FEAR, and HAZE.

on the 360; Halo 3, Ace Combat 6.

Getting the Elite over the Premium.

Lol!

Actually there's none. I either try and play a demo or play a friend's copy first before purchasing the whole thing. So Lucky Me no regrets!

Although if it's a console.... There actually is.... 

Red Ringing gaming machine of FUN.