I think it is good to include the SMAPE measure into the Rapid Miner regression performance operator.http://en.wikipedia.org/wiki/SMAPE
This measure is more robust then correlation.
Allows to compare regression results from different data sets.
It is symmetrical. (Well not really, but better then MAPE)
More detailed discussion:http://www.buseco.monash.edu.au/ebs/pubs/wpapers/2005/wp13-05.pdf
I'm not really sure what error measure is best.
But it is clear that a measure is needed which is somewhat independent on the data set.
Like a measure that ranges from 0 to 1. Instead of -infinity to +infinity.
What constitutes a good error measure? First, a good error measure is clearly interpretable and summarizes the cost related to the error. Second, a good error measure is robust to outliers. Third, a good error measure is stable if only a few data points are used. Finally, a good error measure is unaffected by units of measurement.