DVDs I've regretted buying to some extent, and why:
JFK Special Edition Director's Cut - because it had no extra features at all. The fact that Warner saw fit to release this film -- one of the most densely info-packed movies of all time -- with no extras at all is a criminal move driven purely by desire for profit. In view of the recent release of the Oliver Stone Collection version (with some, not a lot, of extras but still better than what came before), I wasted money on the previous version. But sometimes it's so hard to wait 2-3 more years for a possible revised version.
Princess Bride - great movie, no extras. A revised version is rumored for release later this year or next, so looks like I'll be spending for this one all over again. Dang.
A Fish Called Wanda - Another great movie (#29 on the American Film Institute's top 100 funniest films) with a criminal lack of extras. The only special feature worth noting is the Wanda in the Aquarium screensaver.
Raising Arizona - Yet another wonderful film (#31 on AFI top 100 comedies) with no special features. Bleh.
Rules of Engagement - this is my personal cautionary tale to emphasize the truism: 'if you haven't seen the movie, don't buy the DVD.' Unfortunately I caved in to the hype and the great cast, and bought this without first watching it. It's a decent movie, but not something I'd really want to keep on DVD and watch over and over again. Anyone want to take this off my hands? Footnote: If Larry King says it's a great movie, take it with a grain of salt. Larry's no Roger Ebert.
The Untouchables - Yes, I bought the recent, feature-less release. Paramount is so inconsistent with its releases; sometimes they get it so right, such as with the feature-packed M:I-2, but most of the time they drop the ball as with this mini-classic 1987 Brian DePalma film.
Star Trek II: the Wrath of Khan - another one of those feature-sparse Paramount releases. Sigh.
Mission Impossible - Paramount. No extras. Same sh*t, different disc.