My personal favorite is this scenario:
- I main PLD, it's what I love.
- MNK is my main DPS, but I've got pretty much everything else leveled up and geared.
- I know loot odds are stacked against me...

So we make it to the third boss of WoD and the Maiming chest drops, so I'm all "Hey, it's Monday and that's a great piece." I'm MNK, so I greed it and win. "Sweet! That'll boost my DRG up from his ST chest!" We continue on, clear the Darkness.... MNK chest drops. /facepalm.

RNG is RNG. Don't get me started on how I spent a month of a few hours a day farming Atma in Upper and Outer La Noscea, back when it was released, before I got a drop from either of those two zones. Or how I must have netted over 200 total dungeon runs just to get all my Zodiac drops.