Mine's been on since I first test-drove the car, a '99 Taurus, in October of '04. The place I bought it from passed it through Inspection.
Three months' post-due State Inspection recently, I was lucky enough to find a garage that got the light off just long enough to pass it.
Shortly before this, I'd taken it to Advance Auto
where the codes showed "problems" with an oxygen sensor and a cam. Very expensive to fix, and I couldn't see "fixing" what wasn't broken - no way could I imagine the car running the least bit better than it was.
This car has run fantastic all along since the day I bought it, 17 months ago - never one single mechanical problem. The SES light is still on, has been all along, and yes, it's irritating
From what I've read on here, and have heard from others, I think a lot of people have problems with the thing.