I figure I will take a turn:

1) Reading and believing in Skylab. (nothing personal, just really different tastes)
2) Buying a Darth Bayer, then a Grado Vixen.

Relays.

Regrets: Buying an Audio-Technica ES10 based on the Headfonia review. I learned to never believe anything Headfonia says. Buying Kenwood KH-K1000, Denon D2000, based on HF hype.

Buying Mirage speakers several times before it finally sunk in just how bad they were/are. Worst resale I have ever experienced from any audio brand at any level. Oh how the folks who paid $7500 for the TAS award winning OMD-28s must feel. Today those speakers are worth $1,000/pr if you're lucky. Not kidding.

I've made plenty of other mistakes (Parasound amps, Bel Canto DAC-3, loads of cables, PS Audio PPP, Klipsch subwoofers, custom built KGSSHV) but I was able to generally recover what I paid for those, so I don't feel too bad about it. Losing 50%+ on USED Mirage speakers though, that hurt.

- Audeze LCD-X: wtf head-fi, I'm never listening to you for advice again when it comes to headphones and how they sound and/or how 'good' they are.  Hyped up as a reference headphone that's super neutral.  It's more like an LCD that's semi u-shaped.  Emphasized mid-treble and bass/lower mids relative to lower treble.  Not that it sounds particular bad, in fact I quite like it, resembled a more matured HE-400 in a sense.  However, I would never put up with the comfort.  Bought at new for 1700, sold it off for 1450 if I remember.  Loss of 250. 

-Audeze LCD3(c):  This was for a totally different reason, and probably moreso my fault.  I pretty much knew I wouldn't end up keeping them because of comfort issues, but I wanted to have the experience of listening to Audeze's best headphone before they ruined everything with Fazors.  The sound, was quite nice.  More natural tone throughout the midrange than the X, and not as muddy and low-res sounding as the LCD2 I had auditioned a while ago.  Again, would have to sell off due to comfort issues.  I thought I could sell them with minimal loss as I bought them used for 1450, but I had to sell them for 1200.  Another loss of 250. 

-Schiit Valhalla2 (to be used with the HD800):  Not that it sounds bad, but I expected more difference in sound quality with regards to the HD800 compared to my Asgard2.  I found Asgard2 to be warmer and slightly cleaner sounding.  Truth be told I could have invested in tubes to make it sound subtly better, but that sort of defeats the purpose of buying a cheap amplifier in the first place.  Bought it using impressions from head-fi and mostly changstar, but now I've come to the realization of the magnitude of subtlety in the world that these impressions live in.  One major lesson learned here:  not going to buy another amp/dac unless it's ragnarok/yggysdrasil.  Hell, I might not even go that far, and just stick with Asgard2 and upgrade the Bifrost with whatever Yggy trickle-down tech that eventually comes. 

-Little Dot MK2:  just..no.  cheap, Chinese tube amp.  Tube rolling?  I was hyped up at the time to do it based off head-fi 'impressions,' but it was also super underwhelming.

-Buying an HDTracks album:  yeah, nothing much to say here.. fuck HDTracks.

Everything else has been relatively pain-free.

Thank god for the Cable Company. I learned firsthand about the Audeze comfort issues. Which is a shame because the LCD3 sounds like it checks a lot of boxes soundwise for me (my experience was with an LCD2).