Most expensive? Gigabyte GA-8KNXP motherboard, got it replaced under warranty. Never told me what was wrong with it.
Most expensive after inflation? Quantum hard drive. This was a hardcore workhorse, then one day it stopped working. Tried formatting, switching channels, controllers, add-on cards, nothing worked. Sold it to a friend, works to this day. Go figure.
Most costly? IBM Deskstar GXP75, self explanatory. I lost a lot of porn that day. Oh and some wallpapers and my old website. And the pr0n.
Most stressful? 2x Maxtor + 1 IBM hd that my old power supply killed about 10 months ago and 3 months ago and 3 weeks ago. Technically the drives are fine, but the filesystems got corrupted. I lost way more porn this time, but I had some backed up. When I finally found the culprit, I kicked that power supply to the curb.
Most strange? A Highpoint 360 onboard ATA controller. Really fried, but the rest of the motherboard worked fine. Suspected cause was an ATA cable with a hole in it. Everytime I think of it, I get the urge to put a heatsink on my Southbridge/ATA chip.