Settlers of Catan - turn completion
I tend to take a pragmatic view of taking moves back, in casual gaming: did you gain any immoral extra information between the initial move and the improved move?  If you play a move in chess and your then opponent reaches for the piece that will take your queen, it's obviously extremely dodgy to ask for a takeback...

In your own situation, if you genuinely were just thinking through your move and realised the better one while going through the motions of playing the first one, I wouldn't have a problem with the takeback in such an situation.  That's far better than forcing players to sit there in a state of silent "analysis paralysis" for 5 minutes each time, scared to start playing a move until they are absolutely sure that no better move exists.

On the other hand, you could have gained information in this scenario.  When you started playing out your roads, did another player breathe a sigh of relief or even just relax in their chair?  If they did, and you noticed this, then your takeback is much less conscionable.  That's why in tournament situations, once you start playing a move, that's it.  In a casual setting it's a question of your own sense of honour.  But hopefully you are good friends in your gaming group and all trust each other!