First, regarding Twilight... Oddly enough, I absolutely hated the ship before
getting it (at the discounted $50), and it's now one of the few I still have assembled on my shelf.
I remember back when the original AT-AT came out, I was sick for a couple days and was wandering around Target to get some meds. I came across the set and on a whim purchased it, got home, built it, regretted "willy-nilly" spending $100, came on FBTB (before I was around much) to ask if anyone had ever had a regret experience with a big set like that and was able to return it opened (having never done so before), and was completely ripped a new one just for asking. Good times.
Other than that, I find I do have regret a lot, generally for sets in the $40-$50 range. I usually get over it, but there's still the nagging feeling that I should be putting more into savings instead of buying plastic toys, for example. But unfortunately when it happens, more often than not, the regret is because I'm looking at the parts or the finished model and it just doesn't feel like I've gotten my money's worth.