Most people have personal information on their hard disks, and some worry about what
happens to this data when they send a drive in to a manufacturer for warranty replacement
(or to a data recovery company for that
matter). If your hard disk fails, most of the time almost all of the data is still intact
on the platters. A burned-out spindle motor or flaky actuator has no impact on the data
stored on the disk. Even a head crash or other defect related to the data surfaces will
result in little of the actual data being removed from the drive.
If you are worried about the data on a disk that is totally dead, there is really
nothing you can do to get the data off the drive that won't also void the warranty of the
drive. If you are worried about the data on a drive that is acting "funny" but
has not totally failed, you can wipe the data off the drive before sending it back to the
manufacturer by using a zero-fill utility.
This will for all intents and purposes eliminate all data from the drive. There have been
"James Bond" like reports of experts retrieving data after a zero-fill has been
performed, due to trace magnetic fields on the disk; even if true, someone would have to
be remarkably motivated to even bother with such an exercise. Unless you're a
master spy, the contents of your hard disk probably aren't nearly interesting enough for
anyone with the skill to do something like this to even be bothered spending their time.
And most of the real "cloak and dagger" stories about genuises
retrieving data from disks that have had their data overwritten with various data patterns
a dozen times or been blasted with shotguns are probably apocryphal. It is true that data recovery companies can do amazing
things, but they aren't miracle workers. 
You should keep in mind that hard disk technicians are professionals. A hard disk
company cannot afford to have a reputation for snooping around in their customers'
files--and a data recovery company can afford such a black eye even less. I personally
have never heard of even one instance of a hard disk manufacturer or data recovery company
going through someone's "stuff" and causing problems, so either it isn't
happening, or nobody is talking about it. Remember that most of the data that is so
important to you, is important only to you. This is especially true of most PCs
used for personal purposes, as opposed to businesses.
All of the above said, the bottom line of data security is that it is only truly secure
if it never leaves your hands. If you're really worried about data security, if you truly
can't afford any chance of the data on the drive falling into the wrong hands
because it contains the entire company's payroll information or your almost-complete plans
for a cold fusion reactor, then you have an alternative: don't send it in for warranty
service. Just buy a new drive. After all, hard disks only cost a few hundred dollars, and
if the data is that important, it's worth eating the cost of a hard disk and just
buying a new one. This is in fact exactly what some businesses do. The old drive should be
destroyed or just put in the back of a safe somewhere. If you have access to a smelter,
well, that even worked on the Terminator. 
Next: Data Recovery