PSU - most failure prone but: it depends on what quality it is and whether you have a good lightning suppressor on ALL of your PC connected equipment (printers, router, video, modem). Quality does not mean highest price or highest number of watts. Read through the threads here. Phone lines must be suppressed also if you're using a dial up modem. I would expect an Antec or Enermax PSU to last at least 3-5 years. Check the other threads on picking a power supply on OSNN.
Mobo, CPU - Unlikely to fail in less than 5 years unless you overclock, do not cool the system adequately or let dust build up on the coolers. You can also screw the MB by doing a CMOS reset improperly.
well, i've already chosen the psu i want to get... just getting opinions about life expectancy of psu's in general because if they last 36+ months then I'll get one from HK because i'll save around £30 compared to UK prices.
Keep the PSU clean! The last (and only, for that matter) PSU I had fail on me, was basically caused by dust, it had lasted about three and a half years up to that point (Surprising, considering it was a cheap and nasty PSU ).
As for mobo and CPU, flip a coin. As with the majority of electronics they'll either work, or they wont. as LeeJend says though, given you don't abuse them and use them as they should be used, all should be well. I have a 5 year old AMD in a desktop behind me which still works perfectly, and an even older (around 8 years I think) pentium in a sub notebook which again, works perfect.
Ep, glad to see you come back and tidy up...did want to ask a one day favor, I want to enhance my resume , was hoping you could make me administrator for a day, if so, take me right off since I won't be here to do anything, and don't know the slightest about the board, but it would be nice putting "served administrator osnn", if can do, THANKS