I've given away a ton of games throughout my life, and some of them I really do regret. What I regret the most would probably giving away my Gameboy Advance SP along with all of my GBA and GBC games, including Pokemon to the daughter of someone I knew, because they couldn't afford to buy stuff like that. I didn't really use it at the time, so I didn't think much about it, but realised how much I missed the games after a year or so. Worst thing about it is that she lost everything I gave her a while afterwards, and then got a DS later as a birthday present anyways :( One good thing did come out of this though, as if I hadn't given the games away, I probably wouldn't have learned about ROMs and ROM hacks, and without those I probably wouldn't have discovered this site at all. So yeah :p
I've also lost a few games, most notably both of my Zelda games for my Gameboy, both of which I really liked. I also let a friend borrow my Pokemon Silver for a Super Mario game, and he ended up losing it, so yeah, something I really regret as well :(