RE: How many of you do this?
I've always had a mix of emotions on a kill - elation, satisfaction, excitement, and remorse. It's an odd mixed bag that is unique to hunting. Taking a life is not a small thing, but it is necessary and, when done right, fun.
As for shots gone bad, that sick feeling will make you a better hunter. It will drive you to practice. It will cause you to be come a student of your prey and strive to get closer, shoot straighter, move more stealthily and consider all angles. It's a good thing.