Things were a little more interesting as I approached the CN yard. I was heading north on Winnipeg Street when I saw a four engine CN set at 1st Avenue. CN 2200, CN 5640, CN 4792 and CN 4797 were by themselves there. In retrospect I think they ran light from the CN yard and turned on the wye. I saw them heading for the CN yard so I gave chase. Fortunately they were running slowly and I got ahead of them, and shot this video as they crossed Broad Street.
I went to my favourite viewing spot, atop the berm at the north end of Connaught Street. I drew it in dark gray in the map.

Standing on top of the berm, you usually can see the whole yard. Unfortunately, a large string of grain cars was blocking the view the first time I was there. I returned later and got some decent shots from the berm.
One of my favourite engine types was present, with GMD1 CN 1439 parked near the crew building.
Two GP38s were also present, CN 4795 and 4790.
Old black caboose CN 79543 was there as well. I saw the graffiti "artists" have been vandalizing it.
I last saw this caboose in August 2008.
I'll post more about my Regina sightings later, including some interesting industrial engines.