Take LED for example, I picked a playset up for $28 as soon as Ravnica came out just in case Dredge became big. Come FutureSight the same guy who sold them to me was looking for his playset of LED's for his Dreadge deck w/Bridge from below. I had to remind him he sold them to me. Very unhappy was he.
I also picked up Bob for $8-12 ea. but at the same time refused to pay $12 for a Wasteland or $50 for U.Sea

This was the reason why, around mid-2009 I decided to get a playset of every card I might end up playing in Vintage, Legacy or Modern (Sort of overextended in that period), even though I know I won't be ever (or almost never) playing decks like MUD or Dredge. And I mean not just cards being played, but also remotely playable cards. I know Scaled Wurm won't be in any of my decks, but cards like Obsessive Search, Thought Lash, Urza's Bauble or Chandra Nalaar. That way, I have a beautiful collection of cards and get away of future market fluctuations. I even get playsets of most restricted cards in Vintage and Banned cards in Legacy.
At the moment, the only "Cards (I am) embarrassed to not have" in playsets in that pool, consist mainly on extremely overpriced cards from rarer sets (Mostly Ravages of War, Imperial Recruiter, Loyal Retainers and the like) and cards that get through my radar and got really expensive now, such as Candelabra of Tawnos... ˇBut that will be solved with time.