I have broken a couple of outer joints (I have been told this is the most common breakage point when wheeling) and in one case I exploded the "cup" on the inner joint. The inner broke during a high speed hill climb in the snow...full throttle, lots of wheelspin, and then the wheel suddenly found traction. Boom.

I have never snapped any portion of the three shafts that make up a CV axle. I think the CV joints will go long before the shafts will shear.