I am not a big fan of regret either. I am a believer that your choices, although not always the best, are okay if you are a strong person. For even if you screw up, you learn. It shapes who you are and what you are going to be. I have made many mistakes, but they all seem to lead to something better. That light at the end of the tunnel.
Not regretting doesn't erase pain though. If you are hurting because of a choice, although it may have been for the best in the long run, it doesn't stop the pain. But, sometimes we need the pain to open our eyes.
The only thing that could be regret-worthy would be not living enough... sitting around watching other get out there and try stuff. But, I don't have to worry about that one. Just live life to the fullest, and try not to regret.