My favourite was getting to fire a friend's Desert Eagle in .50AE... wow!!
It was also an embarrassing one (of many!) - he had actually put the safety on, and here I am slowly squeezing the trigger waiting for that awesome recoil. Squeezing... squeezing... pulling... crushing. Nothing. I look over, big smile on his face, "Safety's on". Har-de-har-har... . And of course, he was making a video of the whole debacle