Like a few others on here, I've got Marathon Supremes, which are supposed to be almost as puncture proof as Marathon Pluses, but lighter and with better rolling resistance.
I've had a single "puncture" in 5000 miles or so, but this was actually a 15-20mm slash, which I doubt any tyre would have survived. I had to bin the tyre, since it was essentially unrepairable, although I did do another 150-200 miles with a boot on the tyre.
I've had one other failure that was due to the valve coming away from the inner tube, so wasn't the tyres fault.
The downside with the Supremes is that they are more expensive, and don't come in small size (I think 32 is the narrowest).