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Wei_Dai comments on Be Happier - Less Wrong
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I used to do less comparison shopping than I do now, and would occasionally regret certain purchases. I almost never have such regrets now. And comparison shopping itself feels more like play than work. Does this seem like enough reason to think that the advice doesn't apply to me, or is there something I'm overlooking?
I've commented on this research before. In short, while it's plausible that I may be less happy with purchases made via comparison shopping, I'm overall less happy with the world where I don't do comparison shopping.
Better still might (mind you, I said "might") be trading with someone else you trust - you do the comparison shopping for them, they do it for you, after communicating your criteria. That way, you get the best option available (or something reasonably close to it) while not eroding your satisfaction with thoughts of what could have been.
Based on your contributions here, you are more aware than most people of the other biases at play when considering purchases. Therefore you are qualified to engage in psychologically "risky" behavior.
See also the section on anticipation: "...the pleasure derived from window shopping for a dress may exceed the pleasure from actually acquiring the dress." I get happiness from the process of comparison shopping. It is part of the anticipation. Perhaps this advice needs further qualification.
It makes me uncomfortable to think that I might have made a purchase that was suboptimal, sometimes. So this point I just think things through thoroughly every time; it seems less stressful empirically.