I'm always annoyed when I find out that I've been playing by the wrong rules for a long period of time. I found out that I misread two parts of the rules to Coloretto, one of my favorite card games. The wild and +2 cards are placed like any of the other colored cards, and not immediately taken by the players. When drawing the end-of-round card, the player immediately draws another card; it's not the end of his or her turn. With these two corrections, it is indeed impossible to run out of cards before the round is up, instead of statistically very unlikely. It's also a bit more fair (I've played it this way a few times as a "variant" before discovering that it's the correct way to play).
And, oh man, did I ever screw up the rules to Puerto Rico. The game is much less likely to end due to running out of colonists than the way I played before: when refilling the colonist ship, empty plantation spaces are not jobs; only open positions in the city are. And I was apparently all wrong about shipping. I've gotta reread the rules.