You have to define the question more. Furnace? Part? Frequently?
My number one "no heat call", statistically speaking is flame sensor. It's not failed, just a lack of maintenance. That would be followed by thermocouples and igniters. This could also be chalked up to maintenance but it is a part failure. Then it goes into a mix match of motors, boards, pressure switches, limits (plugged filters), gas valves, thermostats, and various other parts. Another one not defined is water management varying from frozen venting, to plugged condensate lines.
I don't concider the heat exchanger a part. It's the furnace in my eyes. If it's failed, it's time for a new furnace. Even under warranty your just tossing good money away to keep your old junk furnace. I've replaced one heat exchanger this year. Homeowner wouldn't listen to reason. I did that in may. He's had two billable calls on that furnace since. One was last night at 3 am. Pressure switch. He was mad that he didn't choose a new furnace instead. I just smiled.
This is also assuming we are just talking residential.