Some how I got it into my head that healing my Pokemon over and over would make them happier and make them evolve quicker.
In Pokemon Red I wasted my masterball trying to steal that theif's charmander in the burned mansion on cinnabar island.
I caught Missingno on more then one occasion
Stupid movesets on my Pokemon.
Not game related, but I was in in a store once and noticed a big basket filled with holographic pokemon cards, they were in Japanese, but they were all holos of really cool/rare Pokemon. I bought at least 100 of them (5 for a dollar) thinking I had scored a small fortune. I had a price guide at the time and knew how much most of the cards were worth. On the way home I realied I had bought $20 worth of stickers. I was still pretty happy lol