There's one big problem with following anime releases. If you don't purchase something you want within a couple months of release, you could be out of luck for years to come. You never know what DVD and Blu-ray releases are going to be stocked well or only see one shipment. It's very hard to get that information from the publishing houses, which makes every release a gamble.
Sometimes we just don't have the cash to pick up the things we want when we want them! You can only hold out hope for online and retail stock for so long. You could preorder things in a few cases, but eventually you're going to have to plop that cash down and pick the release up. If you don't do that in a certain amount of time, off the copy goes to someone else.
You can forget finding copies of limited releases a couple years after they launch. What if you only find out about a series a few years after it was initially released? That makes the copies actually out for sale very hard to find, and when you usually stumble upon them they're way too pricey. I wanted a copy of Grave of the Fireflies, but I'm not willing to pay over $100 for a used copy!
What anime DVDs and Blu-ray releases have you had trouble finding? Anything in particular that you're still hunting for? Sometimes you start to think that your only option is to be happy with watching an online release. While I don't personally bootleg content, I know that some people do out of frustration. That just goes to show how hard to find certain releases can be!