A related problem: just because you're intentionally in burst mode and ready to take a burst of shots, you shouldn't necessarily do it always. A less-important burst might make you miss out on a more-important burst.
On digital cameras, there's a "burst buffer" that queues up a series of shots for internal processing. If you take more shots than this buffer can handle, the camera will reduce the speed/frequency of subsequent frames until it can clear the buffer.
More than once, I've filled my buffer on a "hey, that's neat" burst, then kicked myself as I missed a "woah, that's awesome" burst.
Lower-end digital cameras have smaller buffers, so this problem becomes more pronounced.