My parents never got me a Sega Genesis because they said that a Super Nintendo was enough lol. That's about it. They spoiled the crap out of me when I was kid.
I always wanted one of those battery powered Jeeps you can ride around the back yard. I always planned adventures that would require a Jeep to be driven around the neighborhood but I never got the Jeep. I ended up building a go kart out of scraps and riding it wildly down our hilly street. In retrospect, if my parents had seen me doing that they might have bought me the Jeep.