Gus knows he could have opted for something different, something a little more normal and a little less involving dead bodies and people trying to kill him and (most of all) a lot less Shawn. He could have found a girlfriend, gotten a mortgage to buy a house, nearly bankrupted himself throwing a wedding none of his family members would be impressed by. That sort of stuff.

By now, he could have been living a nice, quiet little life where the most exciting thing that ever happens is ComiCon.

He could have settled for settling down. (He's chosen not to.)