My worst self-inflicted knife wound was when I was young and really, really stupid. I used to carry a little Cold Steel knife on my keychain and decided it would be a good idea to use it to cut off a broken string from my guitar. I stuck the blade under the string and pulled it hard towards myself. It cut the string all right, and then came straight up and stabbed me right in the head, in the temple, less than an inch from my eye. I let go of the knife in suprise, and the knife stuck there. It didn't really hurt, I just sort of sat there, reflecting on my monumental stupidity. When I pulled it out, boy did it spurt. For a long time. I have a nice scar there still today.
This became something of a famous incident amongst my friends (I was at a party and really, really drunk when it happened) I still take crap for it now, something like 15 years later.