Mitsubishi makes pretty lousy gearboxes, but that doesn't mean that they're destined for failure. The W5M51 that comes with the E5 is prone to notchiness when the gearbox fluid is cold, but other than that, there aren't any major issues with it.
Because the Evo makes a lot of torque, poor shifting habits can also quickly demolish your gearbox. Take care to shift precisely and deliberately to prevent mashing your gears and the box should last you the lifetime of the car if you maintain it properly. Power-shifting is a surefire way to find bits of gears and synchros when you drain your gearbox. NEVER powershift with an Evo unless you have a built 'box.
The V and VI also has potential issues with broken front differential bolts, but that's a small price to pay as it means that you also get a front limited slip diff. The bolts are cheap but the labour to replace them is not, as you have to drop your entire front end.
Manual gearboxes are pretty straightforward. If the gears crunch or baulk during shifting, the synchros are gone. Notchiness is fine, but crunching is never good. Popping out of gears means worn gear teeth.
Other than that, most gear-related problems can be attributed to the clutch, of which the Evo has a truly pathetic one. Slipping, gear selection difficulty, in-gear creep, judder, etc. are all problems with the clutch or clutch adjustment. Though easier to treat, it is by no means a cheap solution. Evo clutches are some of the most expensive around, inch for inch.
Hope this helps and good luck with finding a good V.