I actually "missed buying" Energon Ultra Magnus altogether, as I never saw one at retail. I couldn't justify paying the mark-up afterwards either.
I saw him, and I held him in my hands at Wal-Mart. I was all like "well I already have the Armada version of this mold so I will get a couple deluxes instead". I went back to get him the next day since I realized I did want him, and I never saw him again
I do have Armada Overload, though. Someday, I do see myself taking some paint to it. For whatever reason, I REALLY like that mold, but just not the whole block of red. Maybe it's the Headmasterish Minicon? Maybe it's that and more
Now come to think of it I missed buying the Taktomy ROTF leader Buster Prime (with the mouth plate) & Jetfire two pack giftset. It was on clearance at retail, near where I live. It was going for $115 bucks only. Pix credit to Juliana Heng
Very rarely have I missed something I actually wanted. Generally if I like the look of it I hunt for it high and low so the chances of missing it is pretty much non-existant. I think this is a deep rooted reaction to the fact that when I was a kid I missed out on Power Master Optimus Prime. Seriously, my Dad agreed to buy me it, gave me the money and I went to Argos (a UK catalog store) in New Oxford street to buy it. Except they didn't have any in stock, in those days it was 'if its this you want, thats all you're getting' and I never got the opportunity to get another. Until eBay. But then it's not really 'mine', its somebody elses probably teeming with their DNA...
The early classics. I began collecting as a result of the movie buzz, so I missed out on a lot of the line. I did find an Optimus Prime at a Flea Market for $5, so that's cool. I just need to track down the rest, and not make my wallet completely empty in the process.