Fans die like carnival goldfish. So by far, I have dealt with more dead fans that any other single part. But they also replace easily enough, so, not really much of a "problem", just $5 to swap it out for a new one.
Now, for causing real problems, PSUs win by a landslide. They can range from extremely subtle, to system-destroying, but you very rarely have them just outright fail in a tidy, nondestructive way.
A lot of people said storage, which I find somewhat bizarre - I have maintained sizable (5-8 drives of the one-notch-below-cutting-edge size available at the time) home-built NASs for 20+ years now, and every few years I swap it out for a bigger, better model. I've easily run a century in drive-years. And no mistake, I've bought three or four drives that arrived DOA, but I've only ever had two fail after they had worked for a while (and one of those, I'd call "almost DOA", because while it lasted long enough to format it and bring it online, it didn't even survive trying to copy the data from its predecessor onto it). People love complaining about their HDDs dying, but in practice, they just don't really die all that often. Just watch your SMART data and replace failing drives at the first sign of trouble.
As for the rest of the options, again, I've had them arrive DOA, but they virtually never fail once they've worked for a few days.