I guess it depends on how completely sure you feel, but in general I think pausing to think through a hand reg and at least do the obvious things of checking related terms in company names on OpenCorporates, the TM situation, past sales, other TLDs reg especially those in use, and some measure of search results and search volume makes sense.
Yes, more than once, a name I was almost sure I wanted was then gone. Is it possible someone somewhere harvested my search? Possibly, but I prefer the simpler explanation that with hundreds of thousands scouring domain names, someone else independently was looking for it too. Occasionally, especially in TLDs outside the legacy big 3, the registrar availability will be wrong is another explanation.
Sure, natural to feel regret, but I think it is best to simply move on to the huge pool of other possible names, and not dwell on the one that got away.
Best wishes to the OP in future catches, and thanks to the many who expressed multiple worthwhile viewpoints in the thread. I will still personally research and sleep on possible acquisitions to reduce buyer's remorse, but totally respect that many feel differently.
Bob