The way I see it is this. There are 32 teams in the NFL, so a fan should (on average) see the team he roots for win a championship in his 16th year following that team, then another 32 years later (year 48), and one more 32 years after that (year 80).
Three championships in 80 years, that's my realistic expectation. And I was able to witness a lifetime worth of Super Bowl victories in a four-year span. Disappointed? Hell no! I'm ecstatic at what I was able to see, and enjoying the ride now.
Woulda' coulda' shoulda'? The thought never crosses my mind, until I see or hear someone else bring it up. To me I'm playing with house money as far as my being a fan of the Patriots goes.
If you're going to bring up close misses, personally I would start with the Ben Dreith game rather than any of those other years. But if you're going to look at it that way, in fairness one should look at the opposite as well. In SB36 the Patriots could have easily lost, if not for (a) Mike Martz being so stubborn in his play calling, (b) Isaac Bruce getting his ribs fractured on the first series, and (c) the Rams' left tackle being injured.
Similarly in SB38, what if Carolina hadn't chased points early by going for 2, and what if John Kasay doesn't kick the ball out of bounds? Ty Law and Tyrone Poole were unavailable before the game started, Eugene Wilson was lost just before halftime, and Rodney Harrison missed time with an injury. With the situation with the secondary and the way the Panthers were able to pass the ball late, they likely would have won in OT.
The following year Pittsburgh was overconfident playing at Heinz and having defeated the Pats earlier in the season; had Cowher done a better job keeping his team grounded then there's a good chance the Pats don't make it to the Super Bowl, and the Steelers rather than the Patriots are the de facto team of the decade.
Woulda' coulda' shoulda' works both ways. While it would have been nice to have more championships, I never dwell on it - and am simply thankful for the ones I did get to witness - and that I didn't have to wait as long as my parents did to see the Pats (and Red Sox) win it all.