I have not kept exact count but it is way up in the 1000's of rounds and I have yet to have a primer fail in my Pistol reloads and I use all Winchester primers. If ya throw in my Shotgun reloads thats way over 30,000 rounds with again all Winchester primers.
An event here in Oklahoma had some of us contacting Olin (the maker of Winchester ammo) and asking exactly that question. What's the expected failure rate of Winchester primers? The factory's answer was that the current quality control system allowed one bad primer out in every million. That said, I've had exactly ONE bad Winchester in my loading / shooting career, and don't expect another. You've probably seen your only one, also.
Based on my experience (all pistol and rifle, no shotgun), you can go buy yourself some CCI primers - large, small, magnum or plain - and expect 0 failures in however many rounds it is that I've loaded in the last 30 years or so. That's probably not quite a million rounds, though.
If God didn't want us to own guns, why did He make the 1911?
Can't remember any Winchester primer failures in 25 years or so of reloading, but have had many CCI primer failures: the anvil fell out before I could get it in the priming tube. They don't seem to ignite the charge as well as Winchesters, either.
Of course, it's been a couple of years since I've used 'em.
12 - 15 years ago I must have gotten a bad batch of CCI's (large pistol), which had some failures to ignite, along with some that would not seat completely. I switched to Winchester about 10 years ago, have loaded 10,000 rounds with those, and had zero failures with them so far. To be fair, the CCI's I had were probably only one batch, as I have several thousand Large and Small rifle primers that I'm still using that have had no issues, so that one batch of large pistol primers was probably an anomoly. I also have a few thousand Remington large rifle I've loaded without issue yet, with just under a 1000 of those left (I don't shoot as much rifle as I do pistol). Considering the number made vs. fail, from all the makers, I wish everything that was manufactured had as good a track record.
I had a Winchester primer fail to fire in one of my first batch of reloads, therefore I can't be sure it wasn't my fault and not the primers. I do put them in a ammo box and check to see that no primers are high, but I still think it could have not been seated fully. No failures since.
I bought 1000 WLP's when I first started reloading for the .45. I had 2 that wouldn't go bang out of that same thousand. Even when I tried in a friends pistol, the primer was obviously hit, still no bang. Since then, I've used a little over 7k trouble free win primers.
One CCI small rifle primer out of around 4000 223 loads. No primer failures in large pistol, CCI or Winchester, 7000 rounds. My model 66 Smith won't hit the CCI small pistol primers hard enough all of the time to ignite them, the trigger has been lightened quite a bit and the CCI primers are the hardest that you can buy, switched to Winchester and have had no problems.
I've been loading roughly 75,000 assorted rounds a year since the early 70's; so far no bad Winchester primers.
I did have a serious problem with CCI primers, as my loads suddenly performed horribly when the temp dropped to 20 degrees F. Same loads with Winchester primers had no problem. Sort of odd, as this happened with Large Rifle and Small Pistol primers at the same time.
I think I've had 11 failures to fire with factory ammo in the same time period, so maybe all my bad primers were loaded in factory ammo. That number could be 10, as I can't remember if that .38 Super with the silvertip loaded backwards was included as part of the 11 bad rounds.
I've used CCI primers for about 20 years without a failure.
I have had numerous failures with Winchester primers--about 1 in 8 or 1 in 9--but these were limited to large pistol primers used in a Glock 21. There's something about the design of the WLP that doesn't play well with the Glock striker.