I hate having to sacrifice a character just so others can live. You can only restart the game by turning it off only so many times until you realize someone has to die.
 
What was your most regretted sacrifice?

I played quite some of the previous Fire Emblem so i sacrificed the one that would be the least useful near the end being the old palandin since he would be nowhere as strong at max level up as a knight that got up to max level and then evolved into a paladin (i might be mixing classes up here since it has been a while). So no real regrets for me at that part.

I just restarted Shadow Dragon today.  In the prologue, I sacrificed Frey (poor bastard).  I wasn't able to get around to finishing the game when I first played it, but I fully intend to beat it this time around.
 
As for past Fire Emblem games, the final two battles in Radiant Dawn were a massacre.  I could not find a way to get through the second to last battle without someone dying, and ended up allowing Sigrun to be taken out.  During the final battle, which I beat on my first try, a large number of my units in the battle didn't make it out alive, or were severely wounded.  There wasn't much I could do for them since the final boss has area of effect attacks that cover pretty much the entire room and some of my characters with weak magic defense were killed in one shot.  I beat the boss, but let me tell you, that was one frantic battle.

One always has to die it seems for every level, si I have to find the new guy a fast and safely as I can.

" One always has to die it seems for every level, si I have to find the new guy a fast and safely as I can. "

No regrets here, just finished the game and I lost three people in total.  I sacrificed the old Paladin, and I lost two of three axe fighters you get in one of the following levels. 
 
Once I picked up the resurrection staff though I realized you can have a deathless game.  My strategy this time though was just buffing up all the pegasus knights I ended up with and late game I had a crew of 5 flyers would could destroy maps without support... heck Caedra could solo most maps by the end.  I elected not to pick up the spell and kept the orb that stopped weapon degredation and Caedra with the legendary lance was unstoppable.