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IMO, building up a car is very different from buying it stock FI or pre-built. The process of building, selecting components, seeing it come together according to your specs is (can be) a very rewarding experience.
Unless you're a millionaire, I think having a tad bit of regret after going FI is natural. But like everybody else has said, you only live once.
+1. I really don't regret it, but when I think about all the money spent I do....until I drive the car. With that being I've been thinking a lot lately about what my next car is going to be, but I keep going back and forth. One side of my brain is thinking Z06, Viper, GTR.....And the other side is saying forget that crap! Keep your fully built G35 that is paid off and save more money! I already save a ton in my 401K, IRA, and mutual funds, but as I get older I am getting more obsessed with saving more and spending less.