Saitek's customer support is incredible. Support was US-based, spoke great english, and was very easy to deal with. Had a trigger spring break on my Evo and I tried to fix it myself. Long story short, getting it back together didn't go so well. I sent them the disassembled joystick, they sent me a new one. This was before they were acquired by Madcatz so it may have changed.
BFG support is solid as well. I can't say the same for their products but at least when they break they're quick to replace them.
Thermaltake support replies in broken english but it's quick and they answer the question. Never had to send anything back to them but I don't imagine it'd be a problem.
Heard great things about eVGA support but make sure you register your card with them within 1 month of purchase or your lifetime warranty becomes a 1 year warranty. I made that mistake and was none too happy about it when my $600 card died

Same experience with Corsair as OP. Just hint that your product might be broken and they practically beg you to send it back to them. I use them exclusively in my gaming builds based solely on that fact.
Microsoft's PC hardware department has legendary warranty service but it depends heavily on who your ticket get assigned to. Some care like they're a relative of yours and some, well, don't.
MSI is very quick to issue RMAs but they take FOREVER to fulfill them. I used to work in a shop that used MSI boards and it usually took over a month to get replacements back and about half of them were DoA as well.
Things you don't say to the manufacturer:
-Overclock
-Aftermarket cooling
-Frequent power outages, dips, surges, brownouts (for power supplies)
-That you use a UPS (for power supplies)
-Firmware update/upgrade/hack
-Beta, modded, or unofficial drivers
-That you kicked it (no, seriously, I've seen someone try before, RMA was obviously denied)