Loooking back, I regret not buying the Marvel Western reprint series and Sgt.Fury. I missed the All-New X-Men and Miller's Daredevil which weren't titles I bought then. For DC, I ignored most of their war books, except for the occasional Unknown Soldier.
What's your collecting regret?
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There's plenty of stuff I skipped when I was younger which I certainly would have enjoyed at the time, but thanks to cheap backissue prices while I was in colege and the current "Golden Age of Reprints" there's not much I care to own that I don't own.
Even the comics I either sold or traded I didn't regret getting rid of. I do kinda wish I still had my G.I. Joe's.
So there is my vague answer of I don't but I do.
Oh, that reminds me! I bought Giant-Size X-Men #1 new off the rack but I traded it (to prove something to myself, I forget what) when Marvel released a "baxter paper" reprint in the early 80s. I don't even remember what I traded it for!
And speaking of shopping in the 50-cent bins, I've been splurging a lot in recent weeks and (among other things) got most of the last two years' worth of the main Superman titles -- Action Comics, Superman, Supergirl and the World of New Krypton maxiseries. I regret not getting these when they were fresh; I've enjoyed them!
Fables is another series I discovered through the magic of the 50-cent bin; I got the first trade from a Friends of the Library bookstore, and liked it enough that I kept looking for more.
Y -- The Last Man I've read entirely through borrowing the trades from the library. I liked the concept, I liked the stories, and I liked most of the characters, save one: Yorick. Him I found to be an annoying, whiny, useless slacker who was badly miscast in his own title.
I was fortunate enough to get all of the All-Star Western/Weird Western Tales and Jonah Hex issues early in my comics collecting career. I think they'd be impossible to get now.