As FN mentioned, I too have never received a hard drive that was DOA. Either I'm lucky, or more likely, since others have similar experiences, the ones getting them shipped DOA are either unlucky or just doing something wrong.
I've been a PC and network tech throughout the 90s (software engineer now), and have seen my fair share of failed hard drives from all sorts of other people's PCs. These days (2006+), I really haven't seen too many failed drives from 2003+. Desktop drives are more reliable than ever. Yet, I have seen many Toshiba and Fujitsu 2.5" laptop drives fail recently. Still, DOA from the manufacturer seems to be a thing of the past for 3.5" desktop drives if you ignore the shipping issues of UPS, FedEx, DHL, and USPS mishandling packages.
There will always be the exception, but overall, I really wouldn't worry about that possibility since it's rare. The old saying is true, that the squeaky wheel gets the oil (ie: attention), and all of those complaining about DOA drives are just a fraction of the customers buying drives. For the average user, If they received an HDD just fine, their chances of posting about it are much less than if the unit was DOA.