I have numerous regrets that are already mentioned here.
Some of my decisions I don't regret as I knew things from other games.
I don't regret making Cole a spirit as Anders is what happens when you do it halfway. Comparing him to the fear demon in the Fade is accurate if you corrupt him. Don't know what would combine as Anders was Rage and Justice. Cole may have anguish, fear, hatred, suffering, or something else mix with compassion. Could be something like pride if belief is only you can stop people from hurting themselves and each other. I killed Anders as I didn't want to see him become more corrupt. I could forgive him for blowing up the Chantry, but Justice was suffering in there too. The political ramifications of him being alive would be annoying too. Really too, if he didn't blow up the Chantry; then Hawke could have simply dealt with the insane Templars. My Hawke was a mage so being the hero of Kirkwall and then taking down an oppressive Templar order would leave mages in a better spot to politically negotiate. So yes, Anders annoyed me with his choice. I would have let him live, but stuff. Justice was an example of how spirits could be corrupted. I wasn't going to make another monstrosity.
Blackwall wasn't a huge deal to me to forgive. Getting him out of jail is what really bothered me. Blackwall intended to be a Grey Warden. Being a warden is a shelter from horrendous crimes (Logain in the first game). The fact that he wasn't able to be fully initiated wasn't his fault to me. So forgiving him and giving him to the Wardens after the events seemed logical to me.
Even though it may have screwed things up, I regret not destroying the Well of Sorrows. That's what I wanted to do. **Spoilers** If Flemeth wanted to help, she could have without the Well. So in the end, it's a pointless sacrifice. While I'd like to think Flemeth isn't evil, I'd feel foolish to trust her. Making someone else other than the two options may have worked (like the elf guardian of the temple), but I didn't want to. If there were no other plans to kill Coryphaeus, I'd create micro breaches. Breach his eyes into the Fade and so on until he is a disassembled pulp. I'd go into the Fade and then send him back out just to make sure. Of course I'd kill the Archdemon too. That wasn't something I was going to ignore whether or not I knew it was important. Going into the Fade didn't actually seem like a big enough deal for me to worry about consequences. Flemeth was in there and nothing happened the last two times that would really mess things up. Making small breaches at Skyhold would also be a great idea. It's mentioned how the spirits of the stones of the castle seem to be good spirits. The elven connection to the Sky God also could be a plus. So I'm not worried about there being something dangerous that could come out of the Fade should I mess around there. Flemeth also really needed to not kill the Inquisitor as they were apparently needed to kill Coryphaeus, so her immediate control wouldn't matter much. I feel that Flemeth has darkness to her enough that I'd rather take my chances trying to kill her than remain under her control. Taking Kieran's Old God Soul is just another reason I don't trust her. I believe in having multiple powers in a world to keep the others balanced should they decide to terrorize the rest of the world. So I'm not trusting of Flemeth "doing the right thing" especially if it makes her much more powerful. So forget the Well and I'd like to take my chances. Based on Coryphaeus having or needing an army, it would be likely be possible to be able to slow, kill, or lock him up anyway.
Frankly, I regret not getting all the mages (in the world) together and killing the Darkspawn. Darkspawn appear to have finite numbers that don't grow out of control based on more not showing up. I'd like to have organized a force to completely eradicate them. Get some warriors to guard mages at close proximity and then blast the Darkspawn with walls of fire. Without them organized, they really would be easy targets at 100 or 1000 to 1. Being able to organize a force and destroy them just seems so logical. Non-mages don't make as much sense as they tend to get infected by them somehow. Still, tons of archers or something could also help. Burn the Darkspawn and their blood so they don't spread. I'd like to have done this as the Hero of Ferelden. Considering how powerful some things were at the Circle Tower in the first game, they should have been able to solve this thing by now. If it takes like 4-5 people to fight an Archdemon and there have been 5 Blights, you'd think people would take the time to take these things down. Only in the Blights do they have large enough forces to matter. In underground tunnels, their numbers wouldn't matter if you just shot a solid wall of fire at them. With a party of 50, you could likely be invincible in a cave setting. So people just really need to get on killing them. I'd say 20 years or so to solve the problem. Coryphaeus being "fuel" by the Blight wouldn't matter so much if you decimated their population. Next goal, attacking the Fade. Even Pride demons can be killed, so then repeat invasion with mages into the Fade to hunt and kill all demons. The kind spirits would be the only ones left for a while at least. Ending one Blight makes you Legendary, I'd show them they were thinking too small.