In terms of feeling bad, I once had a client who wanted to demo a multimedia project that we currently had in alpha on his Windows 3.11 laptop, but the sound drivers weren't working properly (everything else was fine). He had about an hour before he had to leave for the airport. I started monkeying with the four horsemen of the apocalypse (Windows.ini, System.ini, Autoexec.bat, and Config.sys) as I had many times before but I screwed up saving backups, bricked his machine, and couldn't fix it). In the end it was more embarrassing than anything else, but it was a facepalm stupid mistake.

The lesson from this is pretty obvious. Backup. Make sure your backup is good and safe.

My worst work-related mistake was getting into business with a friend. It cost me the friendship, a very valuable client, and a good portion of my retirement savings. I'm not sure how related it was, but a few years later my (former) friend killed himself.

And the lesson here is not to go into business with friends. Or at least to set up the business as if you're not friends.