I built my own computer from parts, once. It was an educational and character-building experience, and I ended up with a capable and inexpensive computer from it. But having had that education and character-building, I don’t need to do it again. And yes, I know that it’s easier nowadays (IRQ? What’s an IRQ, grandpa?), but nonetheless, I still don’t need to.
I have friends who regularly do Rim-to-Rim-to-Rim in a day. They’re nuts, but fun people.
Hike the Inca Trail to Machu Picchu.
It’s wicked awesome, you see sites you can only get to by walking, meaning you’re rambling around these overgrown ruins in company of only a handful of people. You rise before dawn on the fifth day so you can watch the light come through the sun gate and illuminate Machu Picchu, it’s amazing. And you reach the site itself a couple of hours before tour buses or the train begin arriving. All truly Brilliant!
But it is a long, hard climb. (40k walk/climb, highest pass 4200 metres) The trail is often loose rock on the side of a dangerous slopes. Going up, up, up, is brutal after awhile, but now going down, on hard rock with tired wobbly leg muscles, is harder still. The altitude took its toll on me and I wasn’t sleeping well at night, which didn’t help. Not much appetite either.
The second day I learned our guide, a uni archeology student, did this exact hike, once a week! I could not believe it and, the entire third day, as we climbed, I just kept repeating to hubs, how I thought it was awesome, was happy I was getting to do it, but would, never, not EVER consider doing it again.
Your question immediately reminded me of this, and how adamant I was about it at the time.
(Thanks for the prompt, I’d quite forgotten that part of it!)
Marching in the NYC St. Paddy’s Day parade. My family group marched, and it was wonderful - while we were marching. But in order to do so you have to show up on time at the beginning of the parade, and then wait in your assigned spot for several hours until it’s your turn to go. If you leave, you lose your place.
We waited so much longer than expected that one family group missed the experience, their train home was leaving. I felt so bad for them.
The actual experience of marching was a powerful and unifying experience for all of us, but the lead-in was horrid. I don’t need to go through it again.
Durian.
One taste was enough for me.
White-water rafting. And it was the BABY rapids.
There are other ways I would rather die than drowning or bashing my head to pulp on a rock.
This spring I ran to Plateau Point, at the lip of the inner Grand Canyon, and back, which I won’t repeat because I’ve already seen that view. I had originally planned on going down to the river and back but it was hotter than forecast that week. If I go to the GC again I will come a couple weeks earlier and try the river.
Having my gall bladder and right temporal lobe removed. 
OK, if I needed surgery to live, I probably would. Just not those two procedures.
I’m with **burpo **- Tried white water rafting once. Almost died and watched my friends almost die. I don’t see it as a pleasant experience for me. Won’t try again.
**Ambivalid **- how are you doing now? I’m so sorry you had such a rough time. Sounds dreadful 
Childbirth.
Marriage.
Ride an elephant.
That ride at amusement parks where you strap a harness on, they lift you while you are face down to some ridiculous height, then YOU have to pull the cord to release yourself and you swing for a few minutes. It was really fun. Once was enough.
Watch Requiem for a Dream. Hell of a good movie, but such a fucked up downer. I felt like I needed rehab after watching it.
I blew the whistle on waste/fraud/abuse at work. I will never do that again.
I’m a slow learner, I do must things twice before I swear them off forever.
However, I have one:
Own a sailboat. Loved it, for the few times we got to enjoy it. But it was a money pit (built in the mid 70s) and we either 1) didn’t have time to enjoy it or 2) it was out of commission for repairs.
Ziplinig from the Pattaya Park Tower.
Looks exciting but actually pretty boring. No need to do it again.
I got married. I also got divorced. One time for both, never again, nobody would take me at my age now.
Four-wheeling. We rented four-wheel ATVs a few years ago in Lake Tahoe and rode them on the Rubicon Trail. It was pretty horrible. Lovely scenery, and it got better when I finally took the instructor’s counter-intuitive advice and went faster (making it less jouncy and easier to steer), but getting bonked in the chest by a flailing handlebar and bounced around until I thought my brain would come loose wasn’t one of my more repeat-worthy experiences.
Sailing. Too much of a near-death experience to want to repeat.
Ride a roller coaster or other vomit-inducing carnival ride.
Gallop a horse. I just can’t get the rhythm. Not to mention I nearly fell off. Pretty much during the entire run I was just hanging on for my life.
Afterword, my back was as sore as it’s ever been. Could barely walk.
High speed dirt bikes over rough ground, no problem. That’s fun.