I was disappointed with the MS2i, expecting it to be the be-all, end-all of rock headphones. My HD650 do just fine.
My biggest surprise was with how amazingly good the ER4 sounds, my expectation was that all IEMs more or less sound alike and I was just blown away by how much better the ER4 sounded compared to my E3c.
I didn't hear a difference between the Audigy2ZS and the M-audio Transit, I expected at least an audible difference after following dozens of threads dicussing the importance of bit-perfectness (Audigy reclocks to 48khz).
I was surprised that the LDII++ sounds less involving than the LDII+, I expected a clear improvement and it wasn't.
I was disappointed with all thing Grado so far (SR60,125,225,325i,MS2i). I just don't see why there's such emphasis on their rock abilities while their lack of soundstage bothers me constantly.
I was surprised at how different the HD600 sounded compared to the HD650. Some on this forum have reported that they sound similar (which, in audiophile vocab, means almost indisguinshable), while I am confident to pick them out everytime in an ABX.
Wine. I tried listening while slightly intoxicated as some here have recommended. Overrated, I tell ya.