Generally no regrets, though I have done things in stages where I should have skipped all the steps and gone to the end game.
Tuning for example, went with a piggyback, then an upgraded piggy back, then scrapped it for an AEM. If I took what I spent on those three and the tuning associated with them, I could have just gone straight to the Motec and been happy from day 1. (Still have the AEM BTW, the AEM is 80% as good for my purposes as the Motec, but having all the sunk cost associated with the current set-up, I now can't justify it).
Another example is exhaust. I'd advise not just slapping headers on when you have $1200 to spend. Think about which cats, or no cats, which mufflers, and where you want the exhaust to be. If you stress the rear, and are going to be servicing the rear often, maybe you want side exit exhaust so you have easy access.
Moral of the story, THINK about where you want to end up and try to resist the temptation to do it 1/2 way....or in stages. You're often better off postponing a mod until you can afford the $$$ and time to get it right.