My "regret selling" list is a lot longer than my "regret buying list, but I do have a couple:
Diamondback DB9 - I was sucked in by the light weight - only 11 oz. and the width - only .8". Sounded like a perfect pocket gun. Unfortunately the trigger was garbage and it was so light and thin that I couldn't grip it very well and the thing either nearly flew out of my hand when firing or gave blisters if I held on tight enough. Also, I think my best group at 7 yards was about 12"...
Taurus 738 and 709 Slim - both had a lot of feed issues, weren't particularly accurate, and just felt cheap in general. They've caused me to swear off Taurus forever.
"Thunderstick? ... You actually said thunderstick? ... That, my friend, is a Winchester 30.06."