Well, as far as systems go, I wish I hadn't given away my Genesis (what was I thinking?!), and I wish I hadn't traded in my N64.
Also, I REALLY wish I still had my Ninja Turtles toys from when I was very little. My parents gave all my Turtles toys away when I was a kid. I WOULD be really mad... but they gave them to a couple kids who didn't have any toys of their own (their mother was a cheepass and refused to buy toys for them), so I can't really feel mad about it. At least they went to a good home. I am kinda sad about it, I had all kinds of cool ones, like the ones that transformed from turtles into ninja turtles, Krang's robot suit, and even a Technodrome.
Also, after seeing the Lego movie, I kinda wish I hadn't sold all my Legos last year. Still stings a bit.