I'm 51, so I could go back a lot further, but here's what I would have done differently in the last 10 years:
Do buy a house--but not *that* house. If we had raised our budget somewhat (still within what we could afford) and looked longer, we could have had an equally good house in a much more pleasant neighborhood.
In the house theme, do buy new windows, but not from *that* shop.
Do not hire the lowest-bidder for the electrical work (!!!). That was an expensive lesson! But at least we know now.
Stop slaving away at work hoping that finally, finally they will understand what you do and value your work correctly. They will just suck you dry and toss you out. Instead, take your experience and brains to a competitor and build your own team.
Get back on the bike sooner.
Buy lots more stock in the fall of 2008. :) I bought a little, but I didn't have the stomach for more.
Don't take that job in the city an hour away, no matter how good it sounds. Better to freelance for a while longer, even though the uncertainty is really hard to live with. OTOH, it did provide a few new asshole-boss stories for my collection.
Ask for more money when you get the new job. Even if they said no, it wouldn't have hurt to ask.