Hmmm - I wish we had run hot water to the barn. We have electric in there but just had so many projects going - we kept saying we'll do it later. Elec and hot water in the barn to me is the biggest thing. We have a hot water heater in a small outbuilding close to the barn, which heats the water for the clothes washer - and will dig a trench to bring water to the barn from there.
Second biggest mistake, and it runs a real close second to the hot water issue, is we didn't put in a windbreak til this spring, 4 1/2 years after getting the place. Terrible spring winds here and it has been very damaging to gardens, and the sand movement problem we have here. Would have put that in immediately.
Third is I would have planted about 20 fruit trees the very next season after losing 5 trees

. Obviously fruit trees are a difficult thing to grow here (it's not just us, it's a local thing) and so we should have just planted tons of them in order to end up with the 5 or 6 we want. Now, it'll be much too long a wait for fruit.
Also, we should have built in a door into each critter's pen that would open outside for easier cleaning, we did three out of four, should have done all four.
Things I almost daily appreciate: electric (lights) in the barn, an automatic bowl type waterer in the goat pen and the hay manger DH built which works soooooo incredibly good at keeping hay off the ground, pictures of them at:
http://community.webshots.com/user/homesteadernv . The cool brooder (pictures of this above too) DH built for baby chicks - LOVE that thing as it sits inside their pen, and it just works so well, when they're feathered out they just can go in and out of it to stay warm/cooler

.
Also little things I've done or am doing to make the daily chores faster/easier: bought an automatic plug-a-garden-hose into it type waterer which now suppies water to the dog, outside cat and the 6 hens that roam the place. Much easier than changing water daily. We also provide water to wild birds and will be placing a hose at drip rate to keep it full rather than filling daily. Update to the last sentence - placed an electric bird bath warmer under this water, set hose to drip and I already appreciated not having to turn on the hose to fill that water, or, if frozen, bring hot water to it. Love it!
The daily repetitive stuff gets to you after a while, and after 4 1/2 years the "automatic" features that we've added really make a huge difference to me. Any way of automatic watering, feeding, etc. it worth every penny to me.