Craziest thing I bought was a set of 3 Neon Crisis Evangelion figures in Launch Tube packaging. These things stayed on my walls for years. I never got around to collecting the full set and had not intention of saving them for collector status. I was really just into Evangelion at the time. I finally opened them up recently due to time and travel yellowing out the plastic, and put all the parts in bags for easier storage but still have no desire to put them out or display them. And since they are out of the boxes I can't really ebay them.
I have a few of the Watchmen figures from when the movie was out. They're now collecting dust in a box in my closet. I really liked them at the time, but kinda didn't care for them once I had them a while.
On the other hand, I do have all of the Tron Legacy figures which I proudly showcase on my dresser!
My father and I collected Starwars figures of all varieties back in the 90's. We sold a bunch of them for a profit/break even during the time collectables started to die down but I still have a bunch of Starwars Episode 1 Action figures (near enough the whole first set.) - recently saw them in a store for £3. A whole £5 less than what I paid for them all those years ago why did I even buy them in the first place!
@trevel8182: That's not Solomon Grundy. That's Marv from Sin City.
By the way, I think it's good that they gave that just in time for Sin City 2 @g_man. I don't have any toys that I regret buying yet. I don't know, I guess I have made good choices so far.