Losing the 2001 Series hurt especially since Mariano helped cause the loss with poor fielding in the 9th inning of Game 7 before Gonzalez' blooper hit won it. But, I was more bugged losing the 2003 Series to the Marlins, partly because I now live in southeast Florida and had to put up with the media here after, including my wife, a transplanted Yankee fan who switched to the Marlins for the Series. But also because, as admittedly, somewhat of a purist (who, BTW, detests the A.L. DH, despite what Matsui did, and would rather return to original baseball rules regarding the pitcher having to hit), I hated that a wild card team, the Marlins, a team that could not win its division, beat the Yanks and thereby became world champs.
I guess you being a purist you rooted against the Yanks in 07 when they were the wild card team.