There are a few that I ended up being disappointed in, either because the lights were unreliable or because I didn't like some feature of them.
First on the list was one of the original Lumapower lights from the very early days when they first appeared on CPF. It was their first full-sized thrower, and to their credit it worked fine on 2xCR123 cells but output was not nearly as good on 18650s. The disappointment in performance on rechargeables led to the sale of that light.
The next was a Nitecore light (forget the model - it's the press-and-hold to "infinitely" vary the output). I didn't research appropriately before the purchase and found that the UI drove me absolutely up the wall. I still have it because it has a custom neutral emitter in it, but it stays on full-power and lives in a closet that doesn't have an overhead light in it.
The Surefire L2 was my first "real" light, and I eventually sold it here on CPF even though the construction was such that military vehicles were jealous. The tint was pretty bad, and in my naivete I didn't realize how much money in batteries I would be spending with runtimes that short on high. Aesthetically, that light set the standard for my future purchases, and very few lights since (or any other items, for that matter) have been able to compete. I still miss the two-stage tailcap.
The worst experience was hands down with my one Wolf-Eyes light, a 2x18650 triple emitter model. I constantly had problems with flickering (some kind of contact problem I think) and after a good bit of back and forth with the vendor (Pacific somethingorother I think) I sent it in for service. Never heard back, never got the light back. By that time I was so disgusted with the whole experience and frustration that I never bothered to try to get the light back. Adding insult to injury was that the Wolf-Eyes brand 18650s I bought (four, I think) died within less than a year even though I used a Pila charger on them and never ran them dry. I learned the hard way that AW cells are the only ones worth buying.