I have a few:
I used to collect a bunch of games, but got rid of some of them because they were useless to me (excluding rarities)
Roborods turned out to be a huge let down, but I'm not regretting it as much since I got them dirt cheap from the Reject shop (for about $3 a pop, when they can be around $12 on eBay)
Other than those ones, I can't remember what else I regretting getting. Most of my collections are I'm proud of, or sorta proud of (I know this might seem odd, but I did collect a few Tomica sets, mostly to build mini towns. In the end I kept the buildings and roads because when you put the little Transformers in it, I can take some awesome pics)
I'll update this when I'm needing help finding particular figures