I lost a bid on a RGB and region free Core Grafx recently, it went for £81 and i think we were tied, but the other guy put the bid in first so he got it.
I also lost a bid for a new in box satellaview system less than a week ago, but my top bid was nowhere near what it went for, so im not too bitter about that loss.
What gets to me is when i "lose" a bid simply because im not allowed to. Many times im sure id be one of the top bidders, if not the winner, if i was only allowed to bid or buy the item.
You win some and you lose some, but generally i tend to win. Maybe im overpaying or im just good at being a consistant auction sniper.