Put the wrong size bearing cone into a hub once (mistake was by my LBS in selling it to me, tho...). About 5 miles into my ride, a bearing managed to get out of the race, knock off the cap, and the whole hub fell apart, bearings all over the trail. I walked 2 miles in road shoes with Look cleats (and no cleat cover...) with my bike over my shoulder. Called a cab to get home.
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Je vais à vélo, donc je suis!