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Deciding when I was about 17-18 that I would never find myself playing 40k again (had already been out for a few years by now) and throwing away all my old Orks and SM.

Worst mistake? Trading my awesome fantasy Orc army for an Eldar army to a local hobby shop owner. Really regretting that choice after 8th edition Orcs came out...

In retrospect...I suppose my worst mistake was not taking my armies with me (or anything else for that matter) durring Hurricane Katrina...of course..no one expected the levees to break..

Back in the day, when I thought I would no longer play. I sold off my Guard Army, and all those lovely Harlequins I worked so hard on and they came out awesome. It was a lot of money. But now I really wish I had them back.... At least it was a cashy money deal to a guy that would use them.

Unlike a friend who sold one of his armies off for porn...
That army never fought on the table well ever again.
They must have know what they were bought with, and have been shamed to their bases.

i've only been in the hobby about a month, and I guess it would be not building my first 2 purchases (ork boy boxes) as Shootas. I'm lucky, the people I play with don't mind my proxy method (every unit in my army has a colored dot on the barrel of their gun to show A- what unit they are in and B- if I am proxying, what the whole unit has), and I can use some of the AoBR boyz as proxied shootaboyz.

Other than that, I guess i'd say I regret trying to force out that "last drop" of paint from my blue army painter bottle. top ended up falling off into my pallet, splattering blue/green paint all over my Nobs.

black reach

Converting my Deffkoptas into Nob Bikers. Not that they didn't turn out well, but I miss all those twin-linked rokkit barrages.

One week after i finished painting my last guardsman i bought 100 more decided i didn't like the paint job and stripped them all now three of them are painted...three different ways

Discovering Ebay.

Buying the WFB warboss for a 40k warboss. The size of the guy is hilarious (smaller than a regular orc boy. )