The first one I used lived for some months, I remember I often pulled it out immediately. The second has been working for six months, but it now often drops connection. I must reconnect it manually otherwise a "device disconnected" sound is triggered by Windows, while it's still connected. Should I throw it away?
You cannot harm wireless USB adapter by pulling it out immediately. The only downside of yanking out USB device is that if this device has a filesystem (e.g. flash stick, hard disk), it may be in an inconsistent state, thus possible data corruption). This does not apply to wireless network adapter.
However, the connectors do wear out. According to wikipedia:
So, if you connect/disconnect your device say 4 times a day, each and every day, it should last about a year. Bear in mind, however, that the female socket in your computer or USB hub wears out too. The actual wear rates depend on the quality of your hardware, how careful you are, etc. They are hard to estimate.
The 1500 insertion cycles are minimum values needed to get USB certification, some manufacturers exceed them. Quality matters.