It's a tough question.
If you've loved and lost, then you can always gain some comfort in the memory of love... but the same memory can cause you just as much if not grief for continually noticing it is gone.
If you've never loved, you don't know what you are missing and can never feel the pain and hurt that losing it brings... but at the same time never having experienced the joy.
I personally think it's quite impossible to never have loved and lost... simply because love is so natural that everyone experiences it differently in so many different ways. Love of a parent, love of a sibling, love of a pet, love of a toy, romantic love, friendship love, love/hate relationships, etc.
It would be a sad day indeed when I meet a person who has truly never loved at all.