If you're really keen, you'll need to check out studies of large samples of the various components. I know Google published some interesting stuff about hard drive failures in their data centres a while back, it's public domain but if you've got access to academic libraries they'll be the best places to get data.
You can get a (very) rough idea of how long something will last from things like MTBF (mean time between failure) numbers. Use these with a LARGE pinch of salt. An MTBF will the amount of time at which 50% of a sample will have been expected to fail, and often will be the manufacturer's predicted figure rather than the observed one. Also, in the real world it's not a linear scale, things in general follow what's called a bathtub curve:
Every component will have it's own particular curve. As you can see taking a mean of this curve doesn't give a particularly useful number. You'll normally have a high rate of failure for new stuff (which is why you get a warranty), but then after things bed in reliability improves (which is why buying refurbished or ex-warranty gear is a fantastic idea, you get more reliable kit for half the price!). Then once stuff gets totally thrashed out the failure rate goes up again. I'd expect to see mechanical devices with moving parts follow a more predictable pattern, so that means optical and hard drives. Fans are reasonably reliable these days, because the bearings have got a lot better. But in general it'll be hard drives, optical drives and PSUs that go first. You may also see electronic bits like RAM go within a couple of years if you don't follow proper ESD procedure installing and handling them.
Whether it's better for reliability to shut down or leave on? Hard to say, because the two things effect different stuff in different ways. Some components are going to fail due to number of hours running, some are more likely to fail to to thermal cycles or start/stop cycles. Extremes of either behaviour will probably hurt reliability. Shutting down once a day is well within expected use patterns though, so don't worry about that. It's been designed to give you a good couple of years under those use conditions, minimum.
As for laptop vs desktop, I would expect a desktop to be hugely more reliable. They're better cooled and not bashed around as much. I work in an engineering environment and our laptops are knackered within about a year tops, while our desktops keep on trucking.