Many, many, many regrets, oh how I wish I had a time machine. Let me name the main ones:
Getting hundreds of Masterballs, and using one on Giratina, Heatran, Mesprit, Cresselia, and more.....
Using my Toys R Us Darkrai to beat more than half of the game(was extremely new then, and thought I was cool for obtaining a high level Pokemon).
My worst: Using a fully hacked team of level 99 Legendaries to beat the Elite Four. Now that record is stuck in my Hall of Fame until I beat the E4 40 more times.
Diamond was my first game, so don't be too harsh. One thing is for sure, I wont act stupid for Platinum.
If I was still extremely new to Pokemon when the Dragonite event happened, I would have killed myself later on. I know for a fact that if I was still a complete newbie when I got it, I would have changed all of its moves, and leveled it up over 50, luckily I didn't and wont.