I regret not involving more people in the process from the beginning. By and large, I did things in solitude: studied for the GMAT, wrote essays, researched schools, etc. However, I have one close friend who is also applying to business school, and we started sharing ideas more and more, and even just vented when we were frustrated. We also traded essays. I also started sending essays to my parents and girlfriend for proofreading, because I wanted their input but also because I wanted them to better understand exactly how I was spending all this time. It's all helped keep me sane.
If I had the whole process to do over again, my very first step would be to find everyone I knew applying to b-school that year (local friends, friends on facebook, etc.) and bounce ideas off of them early. Just basically build a support network.