I bought a Heed Canamp for $340, back when the introductory price was still in effect, and a used Heed Obelisk integrated amp for about $850 on audiogon. Very happy with both. I bought a used Lector 0.6T CDP on audiogon for $860 and again, am very happy. It's interesting that I haven't had the same luck with headphones. Prior to head-fi days, I bought Ety ER4Ps and Grado SR60s...I paid new prices was/am happy. Since head-fi, and after reading glowing reports, I purchased MS1s and Proline 2500s and was pretty disappointed.
However, I've had K340s and DT770/80s modded by headphile (hadn't heard the mods before, but already knew I liked the basic sound) and am completely satisfied. Oh, I guess I bought RP-22Xs and thought they were what others said they would be, but don't like them enough to keep them. Do those then count?
I guess it's always going to be hit or miss, but I'm more careful now about reading advice here and not buying just because a lot of people may like a particular item. I now read up on the people (profiles, other posts) who are recommending an item I may think I want. I also pay attention to the type of comments and how detailed the impressions are vs. "great headphone..killer bass." The new Denons are an example for me. I'm now seeing posts touching on small details that would have clued me into that they may not be my cup of tea, but if you don't read carefully and pay attention to who is posting, it's easy to get caught up. I've had a chance to listen to them, and won't be buying them.