I do all the time. i'll just use ME2 as an example cause it's all moral choices and whatnot.
*POSSIBLE SPOILERS FOR ME2*
The three times in that game that I really had felt guilty afterwards was when I:
-Brainwashed the Geth. On my second play through, I talked to legion as we were going through the ship more and discovered that all Geth share a 'mind meld" kinda thing, so they would all have to feel the pain of be "consensusised". The other option was blow up the Geth ship though...
-Warned Garrus' target (I forget his name...) I though it would be a good thing to do, but Garrus sure was pissed. And he died in the mission, because of that choice. Garrus was probably my favorite character in ME1 and ME2 so it sucked to have him die (when I knew it was my fault for pissing him off).
-Blew up the Collector ship. Damn, that was a tough one. I usually be a Paragon or Paragon-Neutral. There was a little nagging voice in the back of my head when I chose to blow it up. I hated the Illusive Man and the Human Reaper, but then after I had finished my export-to-Mass-Effect-3-profile I though "What if Earth falls because we don't have enough firepower? What if I fail because I chose the hero option?"
*SPOILERS END*
And that's just Mass Effect 2...