I think the biggest disappointment I've had recently is the Audeze Sine.
It's not because it's a bad sounding headphone, it isn't, but it's not up to the level it should be for the price, and it's pretty unsuited to mobile use, which is how I saw it as being marketed.
Other issues with it is that the black anodized colour (or is it paint, I'm not sure) chips way too easily, it really needs at least the cipher cable or another external DAC/Amp to achieve good listening levels, and don't get me started on that atrocious unwieldy cable that ships with it.
I've had it over a year now, and it's had at most around 4 hours of head-time, which is rather telling as I'm generally all over a new purchase.
That said I'm not selling it as I see it as I now see it as well worth it's price as a very visible reminder on my Shelf of Shame to not be drawn into over hyped kit again.