Best of luck on your hunt!
Chances are good if you use a highly recommended mechanical (for crossbows) the % of failure will be low. You may use them for years with no failures, and I hope you do!
I may just be too picky, but I like to feel 100% certain I can depend on the broadhead to do it's job, and I've just never found a mechanical I have that confidence in. I have a couple brands offixed blade heads that give me honest field point accuracy, so as long as they continue to work I'll stick with them.
The mechanicals do give a better cut diameter, and that can make a differance on a marginal shot. To be fair, I did recover one buck I shot with a JakHammer that could have easily been lost with a fixed blade. I hit too far back, and the JakHammer cut the liver in half! That buck only went 60 yards. With a smaller fixed blade I'm sure it would have been a tracking job! [:@]