Of course he confronted Lancel for fucking sex w/ Cersei. be glad he didn't beat the shit out of him.
When did he try kill Brynden after taking Riverrun?
"he thinks about killing Tyrion" Are you going to accuse him of thought crimes? really dude?
Theon is broken. Jaime doesn't regret most of the things he's done, because he's had to make hard, necessary choices in circumstances (admittedly some created by himself) where it's difficult to ascertain a right answer. when he's saving as many lives as possible, stopping as much suffering as he can for the most people, he is working towards the common good.
Theon on the other hand had lots of choices and continually wove down the beaten path. lots of times he could have chosen to change his course of action, to needlessly save a life or otherwise. his regret is well earned. don't expect Jaime to agonize over making hard choices in bad situations, he does what needs to be done