I've come up with a few things that we'll NEVER regret doing. These are the types of things that we need to be filling our life with - if we do, we'll never have to wonder whether or not we did the right thing.
1) Fill your heart and your mind with the Word of God - it only teaches you righteousness. Psalm 119:11 says, "I have hidden your Word in my heart so that I may not sin against you." If we have God's Word filling our hearts and minds, we'll be less likely to give into sin and we'll never regret that.
2) You'll NEVER regret being present for every church service. Unfortunately, it's very easy to take worship services for granted. Sometimes we say, "I don't necessarily HAVE to go this Wednesday night... I mean, it doesn't really ever say in the bible that I have to worship on a Wednesday..." Hebrews 10:25 tells us, "Let us not give up meeting with one another - as some are in the habit of doing. But let us encourage one another..." Our goal is to get as close to God as we possibly can and church services are a great opportunity for us to have that.
3) Mark 16:16 - We'll never regret taking that major step in our lives of becoming a Christian. We receive so many spiritual blessings when we obey the Gospel and it's something that we'll never regret.
And going along with that...
4) You'll never regret staying faithful until the end. Paul tells us in 1 Cor. 15:58 "Be steadfast... knowing that your labor in the Lord is not in vain." Our work is going to pay off one day. And we'll never regret working hard and doing the best we could possibly do.
5) Finally, and quite simply, you'll never ever regret putting God first in your life.