I felt a bit guilty at the ending of Mass Effect one, with the line "They cut the transmission!"
However, I'd do it again. In fact, I'm going to do it again on the playthrough I'm doing now. It's the most logical thing to do.
I felt very guilty about the Purification in the Dark Brotherhood quest-line. So bad that I cooked up a story about informing them all, then giving them the same poison that you use in another quest (you know, the one which make you appear dead.) After the quest-line was over, I pretended that I brought them back from hiding and spawned them with the console. Happy ending!