What projects should never be DIY?
Domestic gas piping. Seems like it's trivial to connect a stove to the pipeline in an apartment - buy a pipe and two thunks, play with a wrench - what could be easier?

Then you overtighten or undertighten some nut or use a wrong type of "thunk" and you've got a gas leak and possibly a devastating explosion. Saved 30 to 100 bucks but destroyed your own and others' property and possibly killed and injured people. Bad Idea™.