Oh no

The only time I missed out was when James told me about a rare MAT/V lamp on eBay. I looked at it, but decided not to bid there and then as the auction still had several days to run and I didn't want to push the price up. I thought I'd leave bidding till later on.
I then saw a couple of days later that the listing had disappeared. It couldn't have sold, as there were still a couple of days or so left on the auction, so I messaged the seller. Apparently, someone had called on him to personally pick up a different purchase, saw the lamp and said "Can I have that as well..?" so the guy took it off eBay (which he was entitled to do as there hadn't been any bids) and sold it to him there and then.
I have never made that mistake again;
ALWAYS put in a minimum bid, even if you're prepared to pay more, you can always increase your bid later, or snipe it at the last moment. But a minimum bid will mean the seller can't take the listing down except in very specific circumstances, such as if it's been damaged.