When I was first getting into flatwounds I ordered three sets of Rotosound jazz flats. Tried one set - hated the tension and the gap between the windings varied for each string making each one feel totally different.
I've bought many pedals to try out with my rig and then flipped them when they weren't quite what I'd hoped for, but I imagine a lot of us probably do that and if you buy secondhand you don't lose any value.
The most immediate case of buyers remorse I had was when I wanted a hard case for a mustang bass, but for the same price the Fender cases were being sold at, I could order a custom-made heavy duty aluminium flight case, so I foolishly thought that would be a reasonable option and ordered one. When it arrived it was beautifully made and was well up to the job it was designed for, but I immediately knew it was far too big and heavy for my needs and would be totally impractical to use.