I definitely wish I'd been born with the body that matches my brain (though never vice versa as the thought of spending any more time being physically and socially male repulses me).
The saddest bit for me is the inability to have children. My entire life, even when I dressed totally goth, kids flocked to me and I loved it. I dreamed of some day having a daughter with my blue eyes looking back at me and giggling as we shared time together. But then came years of being severely underweight due to anorexia, which, so I found out when I got a fertility test at the start of HRT, left me infertile.
Now that I know I'll have to adopt, I've thought long and hard about my earlier desire to have my OWN child, and how I'll be just as happy with any child who loves me and sees me as their mother. The love is what matters, not the biology.
I only hope my being trans won't preclude me from adoption, because that would be the ultimate pain. I have very deep maternal instincts, and being born in the right body would have made all of this so straightforward.