Head gaskets. Not all fail, but like Clint Eastwood said
"Do you feel lucky. punk?"
The 2005 and ups are supposed to be better, but if you read the forums (Google is great) people are still having problems.
I had a 99 DeVille. Loved it, lost sleep over its reliability.
Dash blower went south. Sometimes it would blow, other times not.
$1000 to replace. Had to lower the engine cradle down to remove blower from firewall. Motor alone was like $600.
Cadillacs are just too complicated to keep longer than 3-4 years.
Thats why used ones are so cheap.