I can only ever recall experiencing two go arounds, one in a small plane (Saab 340B) some years ago, and the second last month on an AC 763 YYZ-LHR. Given the runway congestion at Heathrow I'm surprised I've not experienced (or seen) more go arounds there.
Generally, I don't think they're either very frequent or (usually) a big deal (
this sort of thing sounds much more dangerous!), given how regularly they're practiced by pilots. What's the saying: "Every successful landing is a failed go around"?