I've had a few horrible experiences. My two worst were selling Priceline for a loss in 2002 because they were doing a 1-6 reverse split, only to have it go from $6 to something like $1,800 a share I think, before it finally went private...
Other one was Plug Power - bought 4K at .37 cents, sold for $2, then promptly lost those minimal gains in other stocks. Now of course it's a huge success.
It's a terrible feeling isn't it? But I know everyone has these experiences.