I'm very careful about my purchases online and I don't buy a CD unless I'm a HUGE fan of the artist.
I've had a few disappointments with a couple of releases though. Perfume's Triangle (Limited CD+DVD) had an ugly cover (I ordered it before the covers were released) and the DVD didn't contain any music videos from the previous singles. It's still a prized possession though so I don't regret buying it.
The other was f(x)'s Pinocchio .. It didn't come with a card and the 100-page photobook was a bit underwhelming.
This year I'm blowing most of my money on SNSD goods since the book and album I have by them were amazing. So no more disappointments