Depends on what you call bricked.... If you are talking those hard bricks... where the phone is absolute toast and will never come back.... That takes a little bit of effort (and sometimes ignorance). Haven't had one of those. But it varies from model to model.... Seems to me that most people kill their phones early on, when they are attempting to unlock them...when you start messing with locked boot loaders - low level stuff - there is where the bricking risk occurs. But if you get your stuff squared away and understand the instructions and follow them, the risk isn't all that great. Once you get things unlocked and free of the shackles, I don't think it is very common, or easy to do. About the only thing out there that is instant GAME OVER is if you lose your IMEI and don't have a backup of whatever partition hosts it (make one). Most phones have tools available so that as long as the blasted thing turns on and tries to boot, you can fix it as long as you have a laptop and a USB cable.
Soft bricking? The recoverable kind? Man.... I've had quite a few... but once you get a feel for things, you just brush them off and say "Well, THAT didn't work the way I expected" The first time I ran into one was back when I was attempting to load a frankenROM on my ol' Galaxy Stellar.... once I got through the panic, it only took a few minutes to get through how to recover it and get me going again.
One of the things I tell people who are looking to start mod'ing their phones is to look at the "OMGMYPHONE'S JUNK" threads first.... that way you'll see what kinds of mistakes people make and how quickly you can come back from the brink of doom.