In defence for Milltek, they sell thousands and thousands of exhausts so the likely hood that failures happen and get publicised is much greater than brands who aren't as numerous.
Nigel at BCS explained this one, the cheaper sports catalytic converters don't use as good quality material inside them (mostly the rare earth materials) which mean they wear out after a few years whereas a catalytic converter with better materials will last much longer.
It comes to how long you plan to keep the car for, and also other supporting modifications should be taken into account. Running a lower engine mount upgrade (either insert or full replacement) will put less strain on the exhaust system and thus help preserve life.