Seeing as I've actually only made LLM Saves, I don't think I've ever made a Million Pound Signing [Sad as it seems]
I was managing Leicester, in the 2nd season, and an oppurtunity presented its self to buy Conor Sammon from Wigan on deadline day for 600k. Of course, he's a striker, but only played 4 games in the PL last season, not scoring once [We was in the Championship]
I took the gamble in buying him, and well- it worked! He consitently scored goals for us in a playoff chase which ended when he was injured for the final run-in of the season. Maybe on day, I'll actually make a big signing? oO)