The First Law of Knitting is always check your gauge.
Knitters: What is the Second Law?
The needle size given in the pattern is only indicative. Always use the needle size which gives you the correct gauge.
I know this. We all know this. So why am I so damn stubborn? Why, after knitting 5 swatches at 5 different needle sizes, did I still insist that the correct needle size was too large and attempt to knit the waist-band of this on needles 2 sizes smaller?
Naturally, I got 16 reps into the lace pattern on the waist-band before I measured it and discovered that it was 40% too small! Three day's work wasted. The pattern calls for US size 4 needles (3.50mm), whereas my swatches tell me that I should be using 4.50mm. My brain says "That's much to big! A whole millimetre? No way. You must have swatched it wrong!".
DH helped me frog it last night, before I thought to photograph it for posterity (it is a very pretty lace pattern). I'm currently, stubbornly, knitting a large swatch on 4mm needles to prove that 4.50mm is too big.
PS: Oh, yeah, guess what? 4mm was too small. I knew that already! [sigh]