Being a roleplayer, I spend a lot of time thinking about my characters in the context of the world, rather than just pumping their stats. Sometimes I regret making certain characters a certain class. Sometimes I wish I had picked a different race for them. Other times, I wish I could just display things on the character that we currently can't.
For example, I would probably give my Paladin a more 'angry' expression if I could go back and change it, rather than the more neutral, aloof expression they have now. I would change my Priest's hair to make it longer, since she's kind of grown out of the cutesy short hairstyle. It doesn't go very well with Absolution. One of my friends wishes their Human Mage was a Draenei instead.
The dance studio and barber shop in Wrath will help some of this, but there's still quite a bit of character customization that we don't have. And sometimes, you just plain feel like you made a mistake 30+ levels after you rolled your character, and you feel like it's too late to turn back. Have you ever felt this way? If you were given an opportunity to change one thing about your character, anything at all, what would it be?