Me, it was the time I rm r'ed the MySQL data directory for my company's customer service management system. Oops. Thankfully we had a backup from the month prior, but I learned two things that day: a) be really careful with rm and b) take it on yourself to make sure IT is backing up stuff that you're messing with.
You gotta hedge against your own stupid.
What about you, how'd you learn the hard way?