When I was very young, perhaps six or seven, I defeated Giovanni and was given the Master Ball. I did exactly what happened in this movie.
[youtube]Lp4HyC7tgGA[/youtube]
Then again, I didn't really know about the legendary Pokemon at the time, and there wasn't anything outside of the Safari Zone that I had any trouble trying to catch.
Speaking of the Safari Zone, I lost all of my money trying to get to the back of the zone once to obtain Surf way back in my Red Version. It took me months before I had a friend help me out after selling enough items to pay for one more entry.
In my old Gold version, I had a ton of rare candies through cheating which I wasted on my Togepi trying to get him to evolve. He evolved at level 42.
Also, My younger brother had a shiny Teddiursa in his Emerald game. Then our sister went on a day long rampage, and in the midst of it, his Emerald disappeared. Forever. He was so sad.
But my favorite story is that I was always trying to get my Wailord in Ruby to earn the Master Beauty ribbon. The first five or six times I actually got the ribbon, my battery would die, or I would drop my SP, etc.