The one component that you wish you had not bought

SR Blue fuses

Mission Cyrus 2 integrated amp. Horrifyingly bad. One dimensional, silver coloration, sibilant, dry, anti-musical transistor pos.

A Kondo Audio Note S7 stepup.

Rare, good and now virtually useless. Bought a new RIAA with sufficient gain, so now the Kondo is simply sitting on a shelf, unused.

I'm sure I could think of more given time. In order of pain (most painful first):

Tyler Acoustics Linbrook Signature monitors - I had high hopes for these huge monitors as I liked the smaller Tyler Taylo Reference monitors, except for their lack of bass. The Linbrooks were indeed much more balanced - just plain awful from top to bottom!

Sunfire Signature II stereo amp - 600 Watts/ch into 8 ohms, in a nifty small chassis without heating fins (not class D either)! 600 of the most sterile, soulless sounding watts I've ever heard from a hifi amp. I'd much rather run a little 80 Watts NAD integrated than this amp.

Polk LSi 15 speakers - Got these early on. They were OK for home theater, but I quickly learned I needed to go WAY further than this level of sound before I could even think about being satisfied for music. And speakers are WAY HARD to sell on the used market.

Legacy Signature III - Not a fair rap as I actually think these were good speakers (beautiful rosewood finish, too), but just not in the room/apt I had them in at the time. By the time I got a room that could probably make them sing, I'd taken the loss and moved on to better gear. Again, large speakers are a HARD sell. 

Wow thats a tough ill get back to you asap.