I've got an '04 with 265,000 miles on it and the fuel pump has never been changed. I had an '89 Silverado that had close to 300,000 miles on it before the fuel pump went out. There's no warning at all usually.
Most times a fuel pump gives no indication as to when it's about to fail. But, if you're lucky, sometimes you can predict a failure if you notice the crank time is longer than has been normal time for your truck before it fires up. Other than that, as Dragon08 states the outlet pipe on top of the assembly most likely will fail by rusting out before the pump itself fails if you live in a region that uses road salt during winter. If that happens you will smell gas as it puddles in that little well the assembly sits in. Thanks GM engineers for creating a great environment for corrosion to proliferate.