Mileage will vary greatly depending on the riding conditions and component maintenance. Personally, I've never tracked the mileage of my drivetrain components. But I do know that I replace chains far more often on my commuter bike than on my road bike.
Ok, I pulled out my copy of Zinn and the Art of Road Bike Maintenance...
Chain life: 1,000 - 1,500 miles in dirty conditions or infrequent lubrication. Lighter cyclists riding on clean, dry roads might expect 2,000 - 3,000 miles with poor maintenance and up to 5,000 miles with a daily high-quality lubrication.
Zinn also says that he gets almost infinite life out of his chainrings and cogs! He said that in the section on checking for chain elongation.
Here in Portland, commuting year round, I'm probably near the bottom end for my commuter bike.