Regrets:
Selling most of the BTC that I mined in 2011 and 2012.
Trusting Andrew "shakaru" Nollan too much (he still owes me $200).
Some BTC<->fiat trading decisions.
With all the other scams and hacks I was actually quite lucky, I don't trust others easily and I often wait some time (days, weeks or months) before trying new services or otherwise parting with my BTC. And very often just when I am almost ready to send some money a service/exchange/security turns out to be a fraud/gets hacked/aliens attack/whatever.
EDIT:
My reply in a similar thread:
Selling and buying Bitcoins too often at the wrong price.
Buying a 6 month mining contract from a guy who ran away with the money (didn't recover everything).
Trusting Mt.Gox is a reliable company.