I've made the two biggest shame purchases in a good while.
1) a Razer product. Granted, the shame from the tacky "FOR GAMERZ LEDS EVERYWHERE FUCK" style, but I wanted a good lightweight pair of headphones for computer use (I have HD 595 I use, but for longer periods, like when I'm on my computer, they start to get uncomfortable). I heard the Carcia..Carchastas..something that begins with C headset was good. I found it cheap, and it's pretty nice. The mic on the headset isn't too great, but the headphones have good sound and are extremely comfortable and light.
2) Gretsch Duo-Jet Beatles Rock Band controller. Between having no fully working Rock Band/Guitar Hero controller and playing a lot of Beatles Rock Band, I eventually decided to get it. It's actually really great and the best guitar controller, both in function and performance, but still...shit was expensive even with discounts and stuff. And it looks so nice.