998/988 millibars
I know this is an old one, but I really scared myself last Thursday...
QFE at home base was 988. I was being radar vectored onto the ILS in VMC as part of an IMC refresher lesson. I was told to set QFE 988 and descend to height 1800ft, report level.
On reaching and reporting I was at 1800ft the controller said, 'Confirm height 1800ft QFE 988 millibars.' I checked and confirmed it. My instructor then pointed out politely that I was in fact on 998 millibars, so I was 300ft lower than I thought.
What scared me here was not so much that I made a mistake - it's an old one and I should have seen it coming - but that the controller queried my altitude (presumably based on the mode C readout) and I looked and saw what I expected to see, not what was actually there. It's certainly taught me to check more carefully!
Tim