Yeah, most people aren't convinced until something fails catastrophically. Make sure your backups are good.
Also, it isn't necessarily the physical drive. Could be the firmware, drives, switch, cache, any filter drivers in the IO stack, etc. In short, anything between SQL and the physical disk platters. In most systems these days, that's a lot of parts.
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability