We want to talk about tactical mistakes - playing trusty steed for cards and actions all the time. Very often one of the other options is better; (in a vacuum, cards and money tends to be the strongest; the silvers can be incredibly powerful). Also, I love being able to nab steed first because I can redraw that province and take followers in the same turn. It's such a great trick.
I find Bag of Gold to be the most irrelevant prize. It's usually better than Diadem, but almost always outclassed by steed (4 silvers usually does you better than one gold...), and diadem can be useful as an immediate I-have-enough-cash-to-end-the-game. Not that diadem is also not impressive.
Very often, princess is better than steed, because you've built an engine, and while steed is really nice in engines, princess both gives and cheapens buys, which is absolutely enormous. Of course, these are cases where followers can be strong as well, but more often than you'd think, princess>followers even.