Never... almost never. I have 4 HDs, and my OS is isolated. If my OS starts coughing, it should be ok. I've recently had a Hitachi start clicking (caught just in time). I burned roughly 40% of the stuff so far although I'm too lazy to burn the rest. Since I got a few new HDs recently, I'm gonna start copying the old Hitachi stuff onto my new 7200.10s soon enough.
I monitor SMART every week so usually I can catch drive issues pretty soon.
Media = all replaceable, but as I start burning some slowly onto DVDs, I'm at least like 40 - 50% covered.
As for my photos, they're duplicated onto my laptop (although my laptop is about a month or two behind or so), but I also keep a lot of old files on my CF card as I'm slow to erase (only a bit at a time when needing more space).