Baths with wine and candles.
The heat from the bath means the wine gets tepid rather quickly, and the candle light is never strong enough to read a book in. Also, submerging to rinse the soap off results in a tidal wave of water, putting out the candles and resulting in being sat in darkness. The scramble for the light switch usually involves knocking over the precariously perched wine glass or candle, resulting in wine and candle wax everywhere.
See also breakfast in bed.
It's not a great position to eat breakfast in, really, being half recumbent. I'm usually a wee bit sweaty, would rather get up and have a cigarette and always end up with toast crumbs on the sheets.
What things that sound lovely in principle are really not that great in practice?