Back in 2003, I ordered pretty much a whole new PC based around a then-new Northwood-C Pentium 4. In my naivety about how RAM specs actually worked, I ordered some DDR466 RAM, thinking I could run it at 400MHz at crazy-fast timings. So, I set the system up with default settings, installed Windows, ran a few gaming tests, so far so good. Then, I went into the BIOS, set it it to faster RAM timings, rebooted...
And the motherboard fried. So did everything connected to it, and I mean everything. CPU, RAM, graphics card, sound card, network card, hard drive, optical drive, all completely destroyed. The only new thing that I bought that didn't get fried was, of all things, the PSU, which carried on working for another 5 or so years before giving up.
Fortunately, that was also when I discovered how little retailers actually bother checking gear you're RMAing, so I got everything replaced within a few days, changed up a few component choices (most notably from an Abit 865PE board to an Intel 875P board), and ended up with a very solid system. The only two things I took from my old system and therefore had to replace were the DVD drive, which was no biggie as it gave me an excuse to buy a DVD writer, and my graphics card... a Radeon 9700 Pro. Which I had bought on eBay. And couldn't afford to replace like-for-like. Though I did at least find a local store that was having a clearout on GeForce 4 Ti4200s in favor of the then-new GeForce FX cards, so I got by on one of those for the rest of the year.