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.