Two main ones, one that I would completely do over if given the chance to go back as it would only really change my life for the better, and the other I wouldn't change because by doing so I'd prevent a certain good future for someone else and it would be just selfish to do so.
Starting with the one I absolutely would change; when I was a kid I had the dentist fill one of my cavities without drugs. I really didn't like the shot (it was huge, terrifyingly looking and uncomfortable), but didn't realize at the time how unbearable the procedure would be without it. Combine that with some really bad patient care (like telling me something wasn't painful when I was clearly in pain, or yelling at me when I started waving my arms - since he hadn't stopped when I had started screaming), and I've had a huge issues with dentists since, and it's strongly affected the state of my teeth. If I could go back and change it, I would, because I used to be able to go to the dentist and not have a panic attack, and now it's a huge ordeal for me.
The regret that I wouldn't change if given the chance is sabotaging a relationship I was in (it was with someone I already had a close friendship with). I let some things friends of mine said get to me, and I gave up on the relationship before giving it a proper chance, because I became afraid that if I let it go too far and it ultimately failed - then I would lose the friendship. The reason I wouldn't do it over, is because my ex is now happily married and has a kid. She's happy, and I wouldn't dream of taking that happiness away on the chance that the two of us could have made it. So while I regret things in terms of how it affected my life, I can't regret it in terms of how it affected hers.
With everything else, I see my mistakes and choices as necessary to lead me where I am now, and apart from lacking in the romance department, I'm rather happy with my life.