My worst ski choice wasn't a purchase. It was a hand me down that I insisted on having.
See, I was in college and my first pair of skis were hand me down K2 Gyrators from my boyfriend. I think they were 160cm or something like that - incredibly short. I loved them. But when my boyfriend upgraded again, some time in the mid to late 90s, I wanted his old pair of skis. I was a solid low intermediate - an ungroomed black at Solitude brought me to tears - but felt confident that I should get his 190cm skis, which were Atomic Arcs of some sort (yellow, I remember they were yellow). He told me they were too long and stiff for me (shush), but I knew that better skiers skied longer skis, and I was sure I was a pretty good skier.
There followed several years of really searing Z-turns into my skiing repertoire. I would be super fast for about two turns, then freak out and ski the rest of the mountain at a snail's pace, Z to shining Z. But hey, I was skiing long skis like the advanced skier I knew I was!
I think the penny finally dropped when a class at Sunday River had us demo some new shaped Volkls, back when Ski magazine was talking about how shaped skis were a crutch for weak skiers. Gee, thanks, Ski. The instructor convinced me to get on something really short, and I swear I did a complete circle when I initiated a turn on a green. (This may be my memory playing tricks.) I did finally buy shaped skis - but they were 178 K2 Powers. Those weren't bad, but they should have been shorter.