#1 I got into a buying frenzy and bought a Mercian Vincitore Special when I was England and too a side trip to Derby, fortunately I was able to sell it about 10 years later for what I paid for it since I only put about 100 miles on it. It was such a beautiful bike I was afraid I was going to scratch it riding it!
#2 Orbea Scandium bike, after only about 10,000 miles a crack formed at the top of the headtube spreading down the front from the headset; after over a year of hassles Orbea refused to replace it under warranty, stating the frame failed due to normal wear and tear! No more Orbea and no more Scandium, and it rode like the bike was made out of bricks.
#2 Continental tires for me too, not only did I make the mistake once but I had to try them several times over the years and they all were expensive fails.
#3 Tubular tires, yeah I use to race on them but I hated them, I was so glad when Specialized introduced the Turbo folding clincher tire.
#4 Latex tubes, more flats with those then I ever had, even with ultralight 65 gram butyl tubes, they only lasted one season instead of 5 to 8 seasons with butyl tubes, they were expensive, and they lost about 20 psi in 24 hours.
#5 I've had a lot of fails with mini pumps, most of which could not get to 75 psi not alone 100 psi that I needed; an SKS Puro (a really nice looking pump with a built in psi gauge) blew apart at 45 psi and it was rated for 145? SKS replaced it with a Wese Raceday Carbon mini, that one works great, too bad all that SKS sells now is crappy pumps.