What's the most expensive marketing lesson you've paid for?

An SEO agency was paid $3,000 a month for six months. The reports looked incredible high quality backlinks, site speed optimization. When the actual analytics were pulled, organic traffic was down 12% and the domain rating had barely moved. The "high quality backlinks" were blog comment spam and low tier directories. They hadn't written a single piece of content. How do you evaluate marketing work you don't understand well enough to judge and what finally made you stop paying for reports that looked like progress?