I've lost one Setsugen custom cooled 5870 (reference design) to swapping cards. I probably put too much physical strain on the gpu. Now I get a reboot (or sometimes hang, IIRC) when I try to boot X from that card, and bios spits out a "HyperTransport error" afterwards :/
Tip: Don't go handling cards just from the heatsink/cooler, support them from the pcb as well.