There is no entertainment medium that can offer grade-A content all the time. Anime is absolutely no different. For all the fantastic content out there, there's a few series that just don't live up to their potential. Either that, or they just stink from the first episode. I'm always willing to give any show a shot when it first starts, but if things continue to be miserable 5 episodes in with no signs of getting better, I usually have to bow out.
For me, there's very few things that are more furious than picking up a bad anime. You can only do so much research before you have to jump in. This was especially true in the days before anime played such a big role on the internet. Now it's a bit easier to check out episodes of anime and read reviews before you actually decide to make a purchase. Even with all that help, sometimes you'll hit a perfect storm of content that will lead you believe an anime is worth a shot when it's definitely not.
Now remember, this is my personal opinion, but I feel really let down with Tweeny Witches. I remember reading a handful of reviews that were favorable enough for me to check out the series, but for the life of me I can't remember where I read them. I know one of the reviews stated that things started out slow but picked up soon thereafter. Unfortunately, I never found that to be the truth. Now I have the DVDs sitting on my shelves, and they truly are the one big purchase that I regret everytime I see them.
What anime viewing or purchase do you wish you didn't take part in? It's okay, air your dirty laundry. We won't judge you for it.