Mine would be buying a home at the peak of the '06 housing bubble. I bought a house that sold for almost $400K, and it was quite tiny (less than 1000 square feet) and old (built in 1960 and needed repairs). Ugh, WTF was I thinking?
As far as running regrets go, it would be not joining my college track team. My 1600 PR was 4:51, and since I went to a D1 school, I automatically thought that I'd have no chance of walking on, so I never bothered to ask. After graduation, I found out that the coach let almost anyone on the team, including the 5:00 milers. The only catch was that they couldn't compete in any meets besides the home meet.