Toughie
I don't have any major regrets, and I think that is the most important thing.
If I had to pick one single bad purchase ever, its the Monster HDMI cable from the local big box. I started all of this madness with an HTIB a couple of years ago, which now resides at my brother's place.
So, could it be the HTIB? Well, without that, I wouldn't have discovered the addiction of surround sound. I often like to dub the Onkyo HTIBs as the gateway drug!
And by at least having that for over half a year, could I research the hell out of my future purchase. The research still hasn't stopped.
My sub: If I did it all over again, I might have an SVS PB 13 Ultra instead of my JL F113 if I knew it was going to be for HT only usage. The thing is the latter didn't exist yet, and I still didn't know if I was going to split music and HT systems. That would've been $500-800 in the pocket, depending on SVS shipping charges.
My pre/pro: is a receiver, refurbed Onkyo 805. I could probably be quite happy with the Yam 663, with some change in the pocket, but that also didn't exist yet. The Integra 9.8 sure existed, but I have a thousand dollars in the pocket, and the only added feature I would really enjoy is the Reon. Getting a stand alone dvd player would fit that bill.
My remote: should've got a URC to begin with. But, Harmony was impossible to resist in it's noobie-appeal. This appeal was misconceived big-time, IMO.
My bdp: Pana BD-30 that I get on accommodation (friends&family), but the PS3 did not yet have DTS-MA firmware available. Nah, this shouldn't even be listed, still had money in the pocket anyways.
Hmmm what else... nothing!?!?