I never really feel bad about buying a game then finding it on sale soon afterwards, you can never predict that shit, but I have made a few regrettable impulse purchases. The worst is when I don't do any research and end up buying a lemon of a port like Split/Second, which is a RACING GAME that game out in 2010 on PC but has a locked frame rate @ 30. On top of that, it didn't seem to have native gamepad support either. After trying to play it for like 10 minutes I deleted it from my HDD and never bothered with it again.
In a case like that, I do feel like an idiot but I guess it's a part of life with DD and easy impulse purchases.