Skydiving. Now in my thirties with a wife and kids, I feel that it would be irresponsible to take such a risk (although the actual risk is pretty low), on the off-chance that it did not work out well for me.
LSD. I am all for new experiences, and am still a bit surprised with myself for never trying it in my younger years. Now, everyone just tells me I am too old to enjoy it. :)
International Travel. I never felt like I had the means, especially paying my way through college (and paying student loans off for years after) to travel abroad; however, I regret that I did not.