My purchase of Halo 3, which has a bit of a story to it.
I as all set up wanting to get the Legendary Edition, helmet and all. Even though I worked at Microsoft at the time, and employees do get discounts, they usually don't get the real nice special editions. So I went to my local retailer and preordered one.
A few weeks later, word came that employees would be allowed to get the Legendary Edition at a discount, so I dutifully cancelled my preorder and put the internal preorder.
All nice and good until a few weeks before launch they changed their minds (preorders for this edition went through the roof apparently) and decided to cancel all internal preorders.
I was left scrambling to retail trying to preorder a Legendary Edition again... to no avail.
I ended up buying Limited Edition internally at a discount, and getting the helmet on eBay at a premium. In total I ended up paying slightly more than I would have for the Legendary Edition at retail.
I'm still happy the helmet is sitting in my studio where I can watch it as I type this.
My other unlucky buy was Brutal Legend. Went for it when saw it for $30 (AUS) at Dick Smith. The disk came out defective so I sent my wife to exchange it a week later (I was busy) and lo and behold, the exchange receipt listed it for $15 (a $15 credit and then a $15 sale). Had she returned it with the original $30 receipt I would have gotten my $30 back and could have bought it again for $15. I was kind of disappointed that the store clerk did not suggest this, not sure if he could do it though.