I was graced with a blow out last winter.
I usually replace the runflats within the first 10k miles or so with non-rft's (awaiting delivery of my 3rd Z4 in 9 years). I've never had a surprise blowout and have been really pleased with both the Michelins and the Pirelli P-Zeros.
Last Feb, I incurred a flat in a parking lot and I didn't have the time or inclination to try to find a place local to where I was to get it fixed, so I opted for the dreaded fix-a-flat. I knew it was a gamble. Half way up the DC beltway at approx. 45mph, the tire gave. The car didn't lose control at all (granted I was only driving in a straight line), and produced a fairly loud flopping sound. I figured that I would end up losing the rim, but I pushed on for another few miles until I found an exit and a shopping center that I could park it in.
The rim ended up being fine and the flatbed tow truck was remarkably inexpensive. Luckily, I was dealing with a rear tire... I doubt that a front tire/wheel would have fared as favorably.