Did the Buddha ever say something proven wrong later? Is there any teaching of the Buddha one can say has been proven wrong, any statement about the universe, the world, the future or the past maybe?
The Buddha's Dhamma is Universal Law of Nature, open for scientific examination, timeless, when practiced lets you to understand the ultimate realities and is something that can be realised at the experiential level.

There can be issues with the different interpretations after 2500+ years and some may be miss specified in transmission, and some sayings may be even later compositions incorrectly attributed to the Buddha.

But having said this there cannot be anything which the Buddha said which can be wrong since what he taught is (according to him) what he experienced directly which can also be experienced by any body by practicing the well laid out path.

Ultimately what you should believe is what you experience for your self within the framework of the body. This is what you should take as the teaching of the Buddha, as he has emphasised.

The 6 qualities of the Dhamma in detail:


  Svākkhāto (Sanskrit: Svākhyāta "well proclaimed" or "self-announced"). The Buddha's teaching is not a speculative philosophy but an exposition of the Universal Law of Nature based on a causal analysis of natural phenomena. It is taught, therefore, as a science[11] rather than a sectarian belief system. Full comprehension (enlightenment) of the teaching may take varying lengths of time but Buddhists traditionally say that the course of study is 'excellent in the beginning (sīla – Sanskrit śīla – moral principles), excellent in the middle (samādhi – concentration) and excellent in the end' (paññā - Sanskrit prajñā . . . Wisdom).
  
  Sandiṭṭhiko (Sanskrit: Sāṃdṛṣṭika "able to be examined"). The Dharma is open to scientific and other types of scrutiny and is not based on faith.[12] It can be tested by personal practice and one who follows it will see the result for oneself by means of one's own experience. Sandiṭṭhiko comes from the word sandiṭṭhika which means visible in this world and is derived from the word sandiṭṭhi-. Since Dhamma is visible, it can be "seen": known and be experienced within one's life.
  
  Akāliko (Sanskrit: Akālika "timeless, immediate"). The Dhamma is able to bestow timeless and immediate results here and now. There is no need to wait for the future or a next existence. The dhamma does not change over time and it is not relative to time.
  Ehipassiko (Sanskrit: Ehipaśyika "which you can come and see" — from the phrase ehi, paśya "come, see!"). The Dhamma invites all beings to put it to the test and come see for themselves.
  
  Opanayiko (Sanskrit: Avapraṇayika "leading one close to"). Followed as a part of one's life the dhamma leads one to liberation. In the "Vishuddhimagga" this is also referred to as "Upanayanam." Opanayiko means "to be brought inside oneself". This can be understood with an analogy as follows. If one says a ripe mango tastes delicious, and if several people listen and come to believe it, they would imagine the taste of the mango according to their previous experiences of other delicious mangoes. Yet, they will still not really know exactly how this mango tastes. Also, if there is a person who has never tasted a ripe mango before, that person has no way of knowing exactly for himself how it tastes. So, the only way to know the exact taste is to experience it. In the same way, dhamma is said to be Opanayiko which means that a person needs to experience it within to see exactly what it is.
  
  Paccattaṃ veditabbo viññūhi (Sanskrit: Pratyātmaṃ veditavyo vijñaiḥ "To be meant to perceive directly"). The Dhamma can be perfectly realized only by the noble disciples (Buddha) who have matured in supreme wisdom. No one can "enlighten" another person. Each intelligent person has to attain and experience for themselves. As an analogy, no one can simply make another know how to swim. Each person individually has to learn how to swim. In the same way, dhamma cannot be transferred or bestowed upon someone. Each one has to know for themselves.


Sourced: http://en.wikipedia.org/wiki/Dharma_(Buddhism)