Purely anecdotal but the only power supply that ever blew up on me was an Antec. The Corsair-branded (built by Seasonic) unit that replaced it is still going strong 8 years in and counting.
From what I've seen, the average is five years for most power supplies. Take away a couple years if you've got really, really old and not so high quality wiring (I'm looking at you, shoddy DC apartment buildings), add a bit if you've got great wiring and even more if you vacuum out the inside of the computer every few months, or just blow compressed air through the PSU.
I've had all sorts of brands die on me, but again, that's due to the aforementioned crummy DC wiring. The variance in the +/-5V gave it an actual range of +/-3.3-7.5V. Was VERY hard on equipment and lightbulbs.