All good advice listed above^
bignastyid hit the most crucial: you need to use a good power supply. If you start with crappy unstable power, your results are never going to be very good.
Cheap power supplies are like cheap car amps, the wattage is laughably over stated and they cheap out on all the circuitry/protections to keep your equipment safe. We have seen many many people fry their gpu and motherboard with cheap power supplies; some have even sparked and caused house fires.
Sticking to a good maintenance schedule of cleaning the dust off the cpu (with canned air, not with air compressor and NEVER with vacuum) will go a long way, and naturally putting extra wear like overclocking will increase probability of failure.
Outside of that, it is just luck of the draw, typically a GPU will far outlive the usable life of the computer but sometimes you just get a dud and it fails at some point.