Hm, I don't regret collecting for any of my systems, but I do have some regrets:
NES: I love the NES, but I paid 50 bux trying to get a working one together, only to have a fully functional top loader fall into my lap for $35. And a while later, I found a fully functional front loader for $6.
Turbografx: Great system, but the games generally cost more than I'd like to pay. I'll get some use out of it yet, tho.
5200: This one is much lower on the "regret" side of things. That said, I wound up piecing one working system from 4 non-functional systems- I can't say that that was one of my better ideas.
-Rob