Not preserving any of the comics. I know they're free online, but it's just not the same.
It's regrettable that the Vahi didn't allow time travel.
Not getting Meltdown.
Choosing Furno 2.0 over Evo 2.0.
Not getting any IFB beasts, Protectors. or Creatures.
Now, this one's ironic: I regret buying two of the Piraka. I was in Walgreen's, and had $20. I decided I'd either get 2 Piraka, or a King Kong movie play set. Sure, the Piraka were okay, and hey did beef up my part collection, but man, those Kong toys looked awesome, and looking back, my have been a better deal.