I've been pretty lucky considering the amount of stuff I've owned over the years.
Worst thing at the time of failing was a Compaq Evo N1020v, poor laptop.

Couple of Maxtor drives.
FX5950U fried the memory, but by this time the 6800GS had come out.

FX2500M killed itself, this was a terrible day.

T2300 had a fault which caused intermittant crashes.
Most optical drives I've owned have failed on the DVD reading side.
Wait... My voodoo 2 failed also.

Couple of USB drives died after years of service.
Ipod Photo lost ability to use wheel.
Creative Muvo became unreliable.
Iphone died after getting a text.
Maybe I'm not so lucky?
MY Hiper Type-R 580w still hasn't blown up though.
