In my experience, it's usually the capacitor that pops, but my experience is mostly with GU10 form factor bulbs, which have the downside of being very compact a

In my experience, it's usually the capacitor that pops, but my experience is mostly with GU10 form factor bulbs, which have the downside of being very compact and fitted in fittings that don't have good heat reduction properties resulting in everything running hot, even in a LED bulb that should be cool. Even the cheapest LEDs last longer than standard halogen GU10 bulbs though, so there's that.