I've only flat out missed one flight that I can remember. I had estimated the timing based on previous trips, but the shuttle from longterm parking was very very late (something like an hour!) and I ended up missing my flight. The airline (UA?) rebooked me on the next flight with no hassle at all, to my pleasant shock.
However, I've done other dumb things, like flying into TPE without having booked my ongoing flight to KHH (this in the pre-internet days), figuring I could book a flight on arrival with no problem. Would have been true, had it not been a national holiday weekend - I ended up on standby for several hours. No great tragedy though, as I had no appointments to keep.