I've had a few mice die on me, but like the others I've never had a problem with the mouse wheel.
I'm really fussy about mice- I hate the battery hassle and weight of wireless mice and I've found many mice are too big, uncomfortable (ironically usually the "ergonomic" ones) and have horrible sensitivity- impossible to tune correctly, the steps in the drivers are too big so it's either over-sensitive or sluggish. Annoyingly most shops will not give refunds once the packaging is opened unless you can show it is defective, so I've got 3 mice at the back of a drawer somewhere which I bought, tried, and just hated too much to use (one was a cordless mouse which wouldn't work with rechargeable batteries! )
My all-time-favourite is the Logitech NX50 Notebook 3-button Mouse, it's small, very light, comfortable, has IMO perfect sensitivity, never needs batteries and is about the cheapest mouse Logitech make. I've even tried much more expensive Logitech and MS mice (my office bought them), but their sensitivity was awful no matter how much I adjusted it. Tip for NX50 users- despite the main selling point of this model being that you can wrap the cord around the mouse- don't. After a couple of years my NX50 stopped working and I traced it down to a damaged cord- I think it had eventually failed where it comes out of the mouse body as it was being wound in the same direction each time so the copper wire filaments eventually fractured inside the insulation. The cord isn't long anyway (you can just buy a USB extension for desktop use), so it doesn't get tangled- I just throw it in my laptop bag and go. I'm on my second NX50 now and it's been going strong for 3 years, minimum 8 hours a day, 5-6 days a week. One of these days I'm going to buy a couple of backups of this model as I'm paranoid that they'll eventually replace it and I don't want another drawer full of bought, tried and rejected mice.
http://www.google.com/products/catalog?q=logitech+notebook+mouse&oe=UTF-8&cid=11273602879160218900#p