I have no regrets whatsoever about becoming a Naval Officer, quite the contrary, actually. First, some background: I was a NFO, always loved airplanes, flying, and everything about it - so I was in an environment where I enjoyed what I was doing. I probably wouldn't feel the same had I been SWO, Supply Corps, Intel, etc.
I completed my 6-year obligation after earning my wings and left the Navy for the corporate world. Today, I work at a desk, handle million-dollar customer accounts, manage high-visibility projects for my customers, and have been overall quite successful in the civilian world.
However, I have had no job that I took so much pride in as my "job" as a Naval Officer. I might be handling million-dollar projects now, but I honestly feel that my Navy job was truly "important" (however you might define that term) in a way that few civilian jobs can be.
In addition, the opportunities that exist and experiences gained are truly one of a kind. To be issued a high-performance jet to fly in the civilian world? Not likely. To lead a SEAL team in the civilian world? Not likely. To travel to parts of the world that 95% of Americans will only read about in the civilian world? Not likely. Insert your own example from any Navy job. And the friends I made (both for me and my spouse) are friends for life, even more so than my friends from college. Sure there was a lot of crap to put up with in the Navy, but the moments of "I can't believe somebody's paying me to do this" far outweighed the sh**ty times.
I can go on and on, but to me, the most telling example is from my own kids (which I now have 3). They have no interest in my work now, seeing me talk on a telephone, sit in front of a computer screen, looking at spreadsheets. When they ask "Dad, tell me again about flying in the Navy" I know that they truly respect what I did.