Nokia 5800 and my Xbox 360.
Technically, I don't regret buying them though, because I learnt a very important lesson from each: Nokia make POS phones and I don't play games consoles after owning them for more than 5 minutes.
I would disagree with you on Nokia Phones. I've only had Nokia phones and i refuse to switch to another brand. Greatest phones on the planet (well maybe not in the US).
Regret:
iPod.
Switched to a Zune, couldn't be happier!