I have never had a hard drive die on me (knock wood). This includes WD's, Seagates, and Maxtors, including drives I have reclaimed from our local transfer station electronics trailer. Just lucky I guess.
However, the very first computer I bought, a 386, mail order, that used a hard drive (those old 286's just had a floppy drive), arrived with a DOA hard drive. This caused a great deal of confusion and sleeplessness, as it was only months later that I realized what had happened. The RMA replacement computer worked fine and I still have that 120MB drive downstairs in a box and it still works!