when shopping for deals, just make sure the PSU has the 80 plus
certification. It means the product has been tested and is able to keep efficiency above 80% even at full load.
Crappy PSUs die when asked more than half their "stated" output, and very rarely can survive at "full load" for any amount of time.
And as others said, opening a PSU is a good way to die.
In case the power from the wall socket is jumpy (or dirty as others said), investing in a good UPS
is a good idea.
It's entire point is ironing out such power weirdness AND keeping your stuff powered for a few minutes after power went down (and this is useful because it gives you time to save your work/game).