I'd have to say that my biggest mistake -- and lesson -- was agreeing to complete a particular job I had been approached to perform.

Rather wealthy folks contacted me about a year in advance of their daughter's wedding, which was nice to have as much advance notice. They made a special performance request, which was okay as I like to try new things and aim to accommodate. Then they proceeded to be a major pain in my pleats for the next X-#-of-months leading up to the gig largely around their special request -- manipulations, bullheadedness, and 1/2 their bleepin' family contacting me toward making the arrangements ... all for a few lousy hundred bucks.

In the end, they had a wedding 2Xs larger & more-expensive than anything I've seen 1st-hand before or since. When I was done no-tip (which I don't ever expect, but I went the extra 10mi's & they had the dough) no-thankyou (simple courtesy) but I did get a cold-shoulder to go out the door.

The great lesson...
I learned from this experience not to take every performance, some requests you need to respectfully decline, if a prospective client is being excessively crappy to you before the performance they're going to be worse on the day-of, and in the end you don't make enough off your fees for all this to be worth-your-while.
If your gut tells you not to take the job, don't take the job.