For me one of the most irritating things is when I'm gassing for a piece of gear and I go through all the motions of reading up on it, checking reviews, checking demos on Youtube etc. Then when I pull the trigger and get the piece of gear I'm disappointed with it and it's not what I hoped for. Some things you have to take a gamble on because it's not possible to demo it yourself first.
Another thing is that after investing a fair bit of cash for a great piece of gear to only have it on special a month later for half what I paid.