My old 6800 GT from BFG failed after a few years, just had to RMA it. then I sold the replacement to a friend later, but it worked fine. I have had a radeon 9600 XT go bad, if I remember correctly, wasnt in my comp though, sold it to my mom I think. My dad had a x1550 go bad I do believe, likes to artifact off and on. I ordered a BFG 8800 ultra once, it was DOA. Big fight with ebay and paypal, eventually had to just go to visa.
my 8800 GT worked fine, (though my old monitor's backlight died while I was using it on crysis) as did my x1650, and so does my GTX 260 c216. My 9800 GTX started some weird artifacting at one point, but I fixed that with a driver/OS reinstall or something.
Also, while talking about nvidia products I have owned 2 nvidia mobos, and tbh, they work pretty well too, though I am sad for lack of better bios support for my 780i FTW. my 680i LT had some nice features for its time, though its kinda hard to OC the newer procs with it. (e5200, also had trouble with my q6600 GO)
so, ya, I have good and bad luck with both companies, though I think a bit better with nvidia. of course, I may be a tad bit biased, B/C I started out gaming with the 6800 GT, when the ATi cards sucked with doom 3 engine. :C