Getting burned by the cheapest products

Even before the economy decided to shop for toilets at Home Depot, I’ve tried to be a frugal consumer. I’ve been known to splurge once or twice, but I usually try to find the deal. It’s sad, but I’ve ended up getting burned twice in recent months.
Bluetooth headset — I’ve been on top of the law requiring drivers to use hand-free devices whilst talking on the phone. I don’t talk on the phone a lot, but I quickly realized that I needed a new headset.
Not looking to spend a lot of money, I dropped a $20 on a cheap Plantronics headset. Everything started out great. It lasted a long time and people could understand what I was saying … and then the battery died. The battery was replaceable so all I needed to do is find a replacement — a AAAA battery.
Do you know what I found out? After searching through several fine retailers, I don’t think AAAA batteries exist in the real world. Places had AAAs and tiny batteries for hearing aids and other uses, but no AAAAs.
I ended up buying a newer, slightly more expensive headset with a rechargeable battery.
Digital TV converter box — After testing a perfectly fine DigitalStream box, I decide to use my $40 DTV coupon for a cheaper APEX box that has analog pass-through. The results were disappointing — while getting only one channel could be chalked up to reception, the lack of options was frustrating. While the DigitalStream box could easily resize the screen, the APEX stubbornly refused.
I quickly put the APEX box away and hoped that I wouldn’t have a need to use it soon.
Can you think of deals that were more sour than sweet?