My experience with Hard Drives from Seagate and WD are that they last about 3 years or so. Possibly an even shorter time.
I have about 15 drives in service here--both IDE and SATA, some as old as 10 years--all but two external and hot-swappable that are used for backups. In the past 15 years I've had maybe 5-6 HDD's fail, four of them expensive RE2 and RE4 WD enterprise drives that you would expect to be more durable, while the cheaper drives seem to do better. My oldest drive has a date of 2003 on the label and until recently has been in my clone mix, which is a bunch of external drives that I rotate to clone my C: drive once per week. Since building a new desktop I'm now only using five SATA's for this purpose and the six IDE's are currently not in service. I'll find something to do with them, though.
This seems to be true irrespective of whether that are running continuously, or just plugged in for the occasional backup (like for an external HD).
I find that drive life is not something you can predict, either by brand or price range, as a drive may be DOA when new or last for years. The average return rates of HDD models vary, a case in point being the aforementioned WD RE4, which has a worse-than-average rate. Oddly, it's one of the most expensive drives you can buy, designed for 24/7 server duty. That said, I have one still running in my new desktop build, but like everything its contents are backed up in multiples.
As for drive durability being related to the type of duty, i.e. turned off and on routinely or run 24/7, I haven't seen any evidence that one procedure results in longer life than the other. I turn my computers off every night and usually run them all day once booted first thing in the AM, but a friend keeps his runing 24/7. Our HDD failure experience has been about the same over the last 25 years.
Anyway, do these USB Memory Sticks like from Sandisk "tend to" last longer ?
I have a few thumb drives here, one Verbatim 256mb stick that's probably 5-6 years old, and all work fine. I have used compactflash cards in cameras professionally since moving to digital photography in 2000 and have never had one fail, even the cheap ones, and consequently have no experience as to one brand being more reliable than another. Some of my friends are loyal to one brand, usually one of the more expensive alternatives like Lexar, and they too have had no trouble AFAIK.