Hard drives that fail.  Now, to put this in perspective, I've only had two (fail) since 1991, but any hard drive failure is a pita<g>.  First one was a WD 1.2G that developed bad sectors.  Insight replaced it no questions asked.  Second one was last year (1999) late December - an IBM 22GXP 13.5G, which developed this annoying habit of click - whirr, then lock up.  My VAR was very cooperative in replacing the drive (which I'd had since August) and the replacement drive has purred along fine.  
Otherwise, I've been very fortunate w/ hardware not failing (knock on wood).