Most expensive Audio disapoinment?

Magnepan 3.6s playing Pink Floyd (narrowly avoided)
Musical Fidelity's "tube buffer" (I fell for this one)
And, luckily it wasn't mine, but a local dealer has a McIntosh amp (don't know which one) connected to a dcs DAC and some expensive Focal speakers. This was one of the worst systems I've ever heard.

Most expensive audio disappointment?

Finding out you can never be satisfied with the system you put together, regardless how good great or outstanding it actually may be.

In other words the audio treadmill of incessantly buying and trying this and that, then reselling this or that, never comes to a complete stop for you, it just slows down now and then... and you will never get off it.

Now that right there is about as expensive an experience as you may or may not, find.

BAT 52Se. Why? Put it in a system comprising of JM Labs/Focal Alto Be's and McIntosh MCD500. Adding the 52SE did absolutly nothing, nada, zilch to further the musical experience.

Koss ESP 950 electrostatic headphones. Before giving up on them they were returned three times to Factory for repair under lifetime warranty.

Headroom More Static line-level cross-feed processor with outboard power supply. Expensive device with compromised SQ despite use of excellent OP627 op amps. The unit was vastly improved with lite modifications to the stock power supply. However in factory form it was an illustration that placing an additional device in the signal path is usually a bad idea. Also a good lesson that Stereophile Class A rankings can be fishy.

Mid-90s Magnepan 3.X speakers. Good entry-level offer at a time when I was getting acquainted with high end audio, but otherwise just passing through thanks.

Regarding Koss ESP/950 electrostatic headphones. They finally figured out what the design defect was. I'm on my second pair. The first just plain wore out after a few years and Koss replaced it with a refurbished unit under their "no questions asked" lifetime warranty. An excellent sounding headphone and a bargain if you can get a good discount price.