"To make the journey and not fall deeply in love... Well, you haven't lived a life at all." - Meet Joe Black
Definitely to have loved and lost. For me, if I've never loved, I guess I would always have this feeling of a great regret, regret that I haven't found my soulmate and I haven't experienced what true love is. I think the things we regret the most in life are things we haven't tried, but they were all depended on us.
If I've never loved, I guess I would also feel very lonely. If I lost my beloved one, I could at least use my memories and imagination to go back to the moments we shared together, making the feeling of loneliness lessened. I know it's irrational, but I could also imagine one day we'll meet again.
I would definitely rather miss her than my lost chances to fall in love.