I'm concerned about leaving all my apples with one company.
I'm more worried about a bad tech taking down my sites than I am with the company failing or getting royally DDOS'd. Years ago, the worst hosting company I've ever used had a noob accidentally delete the entire filesystem and there were no backups. This was around 2000 so it was quite a while ago.
The staff or operation policies of a company is your biggest immediate threat of something going horribly horribly wrong. If you trust a provider and the service has been good, I don't see any need to develop a relationship with another one.
Of course, I would love to have a very strong relationship with multiple hosting companies. It's never bad to have other options. I just wouldn't put a lot of energy into nurturing other options if I didn't need them.
Hosting companies tend to be like restaurants. Eventually nearly all of them will either lose their magic or become a diluted version of what you liked the most about them. The trouble is that you don't know if your backup option will have you running back to your original choice or vice versa.
Just make sure you have a reasonably current offsite backup ready to restore at a moment's notice. I keep copies of my servers in
Amazon S3 just in case something ever goes horribly horribly wrong.