How common are stuck or dead pixels on the MacBook Pro?
I've had a number of Mac laptops, starting with a PowerBook 100 way back in the dark ages. I've been fortunate, I guess, that I've never had a stuck pixel.

You're fortunate that your retailer is working with you, as Apple considers a single stuck pixel to be within acceptable limits. That is, they don't promise zero stuck or dead pixels, so generally you'd just be out of luck. [Worth noting: ISO 13406-2, the standard for flat panel displays (more analysis here)].

If you find this happening again, though, you might try one or more of the (non-Windows) suggestions at How to Fix a Stuck Pixel on an LCD Monitor.