Tune!
I'm 32 this year. Yes there is times when I think of all the stuff I could of done. But I'm happy the end of the day, I have my health and am actually enjoying being single living in my own flat, no stress and I can do what I like when I like (no nagging). I enjoy my hobbies to the upmost and enjoy life.
Every now and then I think, blimey that was 15 years ago! Or something like that, but that comes with age.
One thing I have improved over the last few years is my friends. I still have a close knit bunch if 5 friends that I've known for 25 years and see often. I've never been that much of a people person, I don't mind people, but I've always liked my own company. I got to the point when I was going out with other friends and the whole time I'd be thinking I'd be much happier at home or doing something else with other people. So I gradually stopped seeing and taking to a good few people and it's great, why waste you time with them?
EDIT: I work nights so my free time to spend with people is pretty limited as all my firends work in the day, which was one of the factors why I ditched a few "friends", it's like those friends that never contact you, you are always the one to contact them and they moan at you for not speaking to them in ages. Yeah, I wonder why?
Also if I want to go somewhere, but friends are um-ing and ah-ing I nine times out of ten will go by myself, be it conventions, shows you name it. It's like none of my friends are into anime and very vaguely into sci-fi, so I travel down to Sci-Fi London twice a year for there anime allnighter by myself and love it (this May will be my 9th time).
End of the day don't limit yourself, do what you want to do.