well, i can only speak for myself (dave). but here are a couple of my worst.
oddly enough, it doesn't involve days when i got a sunburn.
nope, my worst busts involve bad decisions on tornadic days.
these both actually happened on the same trip, in the summer of 2001. wxdog and i were chasing with the college of dupage folks, on their first trip to canada (although at the time we were in north dakota).
thinking about this, i wonder if it might have been 2 busts on the same day. wxdog? paul? anyone?
one of them involved a bad road decision. we were in minot and it was evident storms would be going up in a hurry to our northwest. well, we got out of town and took the highway that goes northwest from there. this was a bad idea for a couple of reasons. first, this highway goes through a valley, and we couldn't see too far away. second, and what really sunk us, i think, is that there was significant construction going on along this road at the time. (now that i think about it, it seems this is the same area where the construction was going on for that nighttime drive from estevan to minot. hmmm.) you see, as we were just descending into the valley, the contrast was lowered just enough so that i could see the base of the storm that was blasting up toward our west-northwest. it appeared to have a wall cloud (and maybe a tornado) underneath it. but i really mean that i got a glimpse of it before the terrain got in the way. something on the order of a second, maybe two. then we hit the road construction a few minutes later and when we finally got out of the valley, the storm had gusted out. d'oh!
the second bust i want to talk about here is also in northeastern montana and western north dakota. we had been chasing around williston, and a storm blasted off and gave us not much but then the winds turned around to northwest. turkey towers then ensued. that made us decide to break off the chase. bad move! as it turned out, it was just a localized outflow from the storm--farther off to our west, the winds were still from the ese and the moisture was impressive. as we sat down to dinner, we heard about a long-lived (like 2-3 hours) tornadic supercell in northeastern montana. this was in an area where we could easily have gotten to, had we only taken the time to access the spc's mesoscale discussion page.
so i guess this post iterates the need for a couple of things while chasing. the first important thing is a constant information stream, be it from a nowcaster at home or from a library or from (if you're so lucky) wi-fi networks or from a cell modem. the second important thing is a constantly alert navigator. someone who is on top of all the construction as well as what the roads will lead to, as well as someone who's always searching for alternate routes and escape routes when in intercept mode.
even then, as this year proved, you can't always get tornadoes.