I've never had a card fail either. I started out in the 1990's with smart media cards, then CF cards. I recall paying $265 for a 85MB card for my Nikon CP-990 way back in early 2000 or so. I've had close to 100 cards, most of them Lexar or Sandisk, but there were Kinbgston, Delkin, Transcend and likely others in there too.
I did sell my almost new 30D to a lady who had just had her Canon XT burn out. I included a small CF Card. A few days later, she put in her Toshiba CF card that she had been using with her old camera, and it burned out the 30D as well. Since the camera was only 5 months old, Canon fixed it for her at no charge, and she destroyed the bad card and bought a good one.
Its rare, but a bad card can cook your DSLR.