For movies: Lord of the Rings: The fellowship of the Ring (theatrical edition) - and the only reason for that was because the DVD was sold out and I couldn't wait. It was probably within 2 weeks that I bought the DVD.
I picked up the Special Directors cut of The Fellowship of the Rings on VHS. Most new movies by that time, I would pick up on DVD though. Must have either been cheaper or maybe it just was not out on VHS yet.