#4: Jose Antonio Reyes

Arsene Wenger is not known to be a lavish spender when it comes to transfers. However, the Frenchman did shake the Arsenal coffers after signing Sevilla's in-form 20-year-old winger Jose Antonio Reyes for £10.5M in 2003.
Many would argue that Reyes wasn't a failure at the Emirates after winning an FA Cup medal and a Premier League medal in England. The Spaniard also ended as a runner-up with the Gunners in the Champions League 2006 final. Reyes made a good amount of appearances and scored goals, but the weight of expectations proved far too heavy compared to his success at Arsenal.
Bad times beaconed for Reyes after the fateful 2-0 loss to Manchester United at Old Trafford. Gary and Phil Neville gave quite a taste of English football to the Spaniard with rough and rash tackles. Circumstances never seemed to improve after that and Reyes was loaned out to Real Madrid.
During his rough time at Highbury, Reyes also stated his desire to leave the club owing to some bad people at Arsenal. Reyes left for Atletico Madrid in 2007 with 69 appearances and 18 goals in three years with the Gunners.