I somewhat regret buying the Wii U mostly just because it's two years later and there still isn't a good library of games for it. Don't get me wrong; I love the console itself and the games that I have for it, but just waiting on first party titles is pretty boring. I wouldn't return it by any means, but I might would have waited.
Of course, if we aren't just limited to speaking about modern or popular consoles, I sort of regret buying my Magnavox Odyssey 2. I would have much rather had an Atari or something else with better (and more) games.
Meh I have 24 3DS games not including my DS library. And I only regret purchasing Conception 2 and Mario Golf World Tour (Hot Shots Golf is so much better).