Brick slips. Wish I'd never seen the bloody things. They cost us thousands and thousands extra over render and I think the render would have looked better.
Touch and go on some of the external blinds. They were quite expensive, and annoyingly they don't actually act that well to block out light due to various holes and gaps. They work brilliantly on our western elevation though, and actually make the house look better in my opinion (we don't bring them all the way up, just feather them open when they aren't being used to block the sun).
I believe we overspent on the MVHR. We went for a Passivhaus Certified Brink unit. I suspect I could easily have saved £2-3k on a cheaper unit and ducting and had as good a result.
I wish we'd spent the money installing something for sparkling water. My wife and I both love it, and always said we'd find a way to have it on tap in the new place, but between one thing and another it ended up looking like an extravagance that would require yet another tap (didn't find any all-in-ones we liked, so we have an ordinary mixer tap and a separate boiling water tap). Hard to justify the cost anyway when Sainsburys does 2L bottles for 13p, but I hate throwing out PET bottles so we end up doing without.
We had my mother in law, a friend of ours and the kitchen supplier saying that once we had a steam oven we'd never be without it. I think we've used it less than once a month!
We chose a shade of carpet for our snug/TV room which frankly looks ridiculous. We both hate it. Should have just concreted throughout and used a rug in there.
Re: ice, I just keep three or four trays full in the freezer. If I know we have a big do coming up, I freeze some huge tupperware containers full of water a few days beforehand then smash it up the night we need it.
I'm sure other things will come to mind... I have so many regrets it isn't even funny!