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I know someone that has run out of gas a few times too. From what I remember, they have over 250,000 miles on their vehicle and haven't had to replace the fuel pump. If that means anything, then I don't think we have too much to worry about. If I was paranoid about replacing a fuel pump, then I wouldn't even drive!
I think they go out just like any other mechanical part, sporadically. Fuel pump goes out "early" and they need something to blame it on. Some parts last way too long, others last 5 minutes. I'm sure running out of gas isn't good for it, but hell, it isn't auto-death for it. There are way too many things to be concerned with, a fuel pump isn't on the list of priorities. Well, not until it goes out on me . . . lol