As for myself, one of my biggest regrets while I was trying to lose weight was trying to take a series of 'short cuts.' Before I lost weight the right way, I was dabbling in so many diet fads and tried to lose weight in a way that was totally unhealthy. Because of these things, my weight would fluctuate significantly. I'd lose weight, that's for sure, but when I tried eating normal again, I'd gain all my weight back.
But that's not something I totally dwell in. However, I do try to remind myself to have patience and just focus on being healthy and balanced.