I have no regrets about my current username. I've been using it for several years now, and not only have I become very fond of it by this point, but it's also recognized enough that it wouldn't make a lot of sense to change it.
I do however regret some of my previous usernames. Well, I have some fond memories of them, but I'm still glad I switched off them. Among them were "Terrorlord", which just began as a silly name I thought up and then got adapted into a character, and because I may use the character for something in the future, I'm glad it's not my username.
I also used Nightshark for a while, but it never really stuck.
I've used a great variety of variants of these, including Knightshark, Blightshark, Chaotic Axle, Burning Axle... etc. Even some odd usernames, like Dark Rahu (which I was fond of), Axle the Magical Zombie (lmao) and countless others.
Needless to say, I'm glad I settled on Axle the Beast, even if some of my other usernames are things I'll still use for online games and are still on my email and messengers.