My list of regrets could fill volumes, but I'm focussed on one in particular at the moment: the fact that I never got to see Fugazi play live. The extent of the regret is somewhat tempered by the fact that I can't remember any specific time they were nearby and I made a conscious decision not to go. But it's a life failure all the same. (Maybe a lifetime of abstaining from substance will allow them to bust out on the road again sometime, but you can only expect so much from a group that must be pushing 50.)
But I did just get a bit of a flavor of what one of their shows might have been like, even beyond the essential "Instrument". It's a compilation of stage banter, sans music, just 40 minutes of the guys castigating moshers and just being general badasses. It doesn't sound like much, but how can you not get a kick out of hearing Ian MacKaye say things like "I'm wearing an inordinate amount of Ben Gay" and muse on the importance of democracy (in this case, an audience petition to get the band to turn the venue lights off). It's really quite entertaining.
Check it out if you have a chance or have 40 minutes of menial work to do (cleaning the bathroom, in my case). I'm sure it pales in comparison to actually being at a show, but at least it will remind you what a legendary outfit they are/were and, if you're like me, what an unfillable void you have in your life.