Buyer's remorse - your worst purchase?

We've all done it - you just want to kick yourself for spending the money on a stupid tweak or something. High expectations, great reviews, no results. Help me out as I am new to the audiophile world and feel myself being sucked in by ads and hype.
Back the 80's I wanted new speakers. I had to have Polk, just because my cousin had some and he said they were good. I was going to buy Polk 10's, that's all I can remember of the name. When I went to buy, they were having a sale on Polk SDA 12c's, I thought, surely bigger is better! I wouldn't admit they were lousy at the time.
I upgraded to an expensive Surround Sound Reciever from a lesser receiver and wish I had taken the oportunity to go to two channel then. It ended up being two years later that I dumped surround for pure stereo.
I wanted to save a few bucks so I bought a "B" stock Jolida 502A from Audio Advisor for $600.00/$1000.00 It sounded pretty good but it looked like it had been dropped from a 50 foot window.The transformers were all bent and dented,the paint was chipped and scratched.I couldnt stand to look at it so I sent it back and bought a Dynaco ST-70 for $150.00 that TROUNCED the Jolida!
I can honestly say it has never happened to me and I have been at this high-end business for about 15 years or so. The key thing is don't buy impulsively. There really isn't much reason for getting burned in this day and age. You have access to a great amount of information, especially on a forum like this. If you read and listen carefully, you will develop a feel for the characteristics of products that appeal to your own tastes and your knowledge will grow. So far as cables and tweaks go, make sure you can send them back if they don't work well in your system.