Discovering: Godspeed You! Black Emperor - 'Providence'

Should I or should I not?

I don't dare to choose, because I know - I'm dead certain, would bet, nevermind my last penny, my life on it - that whatever it is I've chosen, it will be the wrong choice, and I'll regret it so badly I want to kick my own ass.

Is it better to regret the things you've not done, or the things you have?