One Christmas my parents surprised me with a brand-new first-gen iPod, right after they had just come out. I was thrilled-- the packaging was beautiful, the iPod was shiny and had a huge amount (ha, ha) of storage... it was perfect. I ran downstairs to install it on our family desktop as soon as we'd finished opening presents.
Unfortunately, my new iPod required a more current version of Windows in order to run. It might've also demanded a FireWire port we didn't have, too; I'm a bit fuzzy. Long story short, though, my parents were unwilling to shell out for the necessary upgrades, so it was back to the store with my shiny new iPod. I got a Dell MP3 player instead, which performed quite admirably but was never quite the same. Of course, since then I've had a number of much more awesome (iTouch!) and shiny MP3 players, but I'll never forget that first one that got away...