The sad truth of life as a gamer: When you're young, you have all the time in the world to play games, but not enough money to buy them. Then when you get older, you have enough money to buy all the games you want, but not enough time to play them.
For me, the biggest games I wish I played are older ones:
1. Legend of Zelda: Ocarina of Time - I went the PS1 route, and since I was super young at the time I could only pick one system. The only time I got to play N64 was over a friend's house, but we mostly played Goldeneye/Perfect Dark and not much else.
2. Soul Reaver: Legacy of Kain - I remember a commercial for this and was blown away. I wanted it bad, but at the time I remember I could only get one game for my birthday that year and I think I went with Final Fantasy 8.
3. Dark Cloud - I'm not even sure how this game turned out but I remember seeing a spread for it in a gaming magazine and was intrigued. But I never got it.