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.
grandpoobah
Let me first say that I just want to parallel the thoughts of Tubegroover. I have been buying stereo equipment for about 15 years. Have yet to buy a dud. Number one reason? I audition, audition, audition. And I KNOW what I like and what I don't. I just don't understand people who buy gear of the month. I especially don't undertand someone who pays $5000 - $10000 on a piece he's never heard(or ever heard anything from that company). They're playing with fire. If you don't LOVE it, why buy it? The thing that really gets me are the threads along the lines of(tongue in cheek), "I am in the market for new monoblock power amps. I have narrowed it down to either the Cary 2A3's or the Krell FPB-600's, any thoughts?" What the @#$%? Do you have any idea of what you're doing? I love when people ask for advice on two products that are as different as it gets. You know they're only in it for the ego trip. C'mon, invest some time in listening to what's out there(dealers are OK with this, if you buy once in a while), and formulating what you like. Listen to everything BUT the dealer(they often say what they are not trying to sell you is crap). Then when you are ready to buy, you know EXACTLY what you have. Look Ma, no turkeys! Good Luck!
Tubegroover and Trelja, you're both right, research is the key and audiogon has been very helpful. I thought it my be interesting/fun to hear about some the mistakes people make. Fortunately for me, my buyer's remorse has been limited to software and not hardware. I will take your advice and hopefully be as fortunate as the two of you have been with your systems.
A little bit of arrogance in some of these responses. It is of a truth that nothing can match an audtion, especially in home. But, not all people live where there is access to all brands! Reading others opinions, especially more than one!!!...as well as reviews can be very helpful.
auditioning a product is, of course, the best way to shop, but as said before, it's not always possible. so, the best thing to do is as much research as possible - forums like this *are* very useful. also, if you're gonna buy something that you haven't heard, i strongly suggest either a demo or used piece - that way, if ya don't like it, ya won't take such a bath unloading it.
GTA SEP-1 Preamp. Bought it cuz I liked its looks. The pre was the worst sounding piece of junk I ever bought. They still are. Luckily for many of the uneducated GTA is out of business for the time being.