Great thread!
I didn't lose any last season but I didn't hit anything either. I learned a lot in my first year of hunting them. Like many of you I have a whole bunch of arrows I've fixed, chopped, or have bought on clearance. They are all relatively the same size in length and weight.
I'll definitely be using a bladed head this year - probably adders or some old Zwickeys I've got laying around. Rubber blunts just upset them.
I'm not taking shots into trees either. If you are anywhere near a sun nest with squirrels nearby, they will almost always come back to that spot and end up on the ground. I would have been more successful had I been patient and waited for them to run by me.
After you scare them away, leave for a few minutes, they'll come back and you will get another chance.