Owned a lot of consoles over the years, but only had 2 die on me. Technically both kinda didn't belong to me by that point though.
The first was a PS2 fat. I'd had it for 6 years and agreed to sell it to my friend's brother as I had a slim. He came round and I was just doing some final checks on it. Turn it on and then it just dies. Unbelievable.
Second was a 60GB PS3 I bought for my girlfriend 5 months ago. Stopped giving video output a week ago and can't hard reset it. I'll try and see what I can do, but it's probably dead.