first time here. first time ford truck owner.

have an 05 e250 extended with the 4.6. 234K miles. used.

coming off the interstate the other day with no warning the engine started making a     chuff chuff chuff sound. called a local dealer and got in for service. tech said the no. 2 cylinder had a missing spark plug and helicoil there was no warning. there was no rattle as it came out. just gone. stripped out. a re-thread and 800 bucks later same day it is fixed.

has anyone else had this problem with their 4.6?  

Your issue is well documented, both the 4.6's and 5.4's have this potential problem. Feel lucky some  have reported the spark plugs actually shot through the hood, though I've never seen proof this event.
I am not an authority on into what is causing the problem I've heard it's a combination of the aluminum threads not being able to maintain strength after so many heating and cooling cycles and there not being enough threads on the head. And still Ford would have you believe when the spark plug was replaced it was tightened to an improper torque setting.
If you ask me this is a black-eye I have a hard time looking past when it comes time to replace my '99.

I am a little surprised that an 05 would have this problem since I had thought Ford had switched to a taller thread spark plug to resolve the issue.  

Looked around and it looks like a serious problem. Ford should have done a recall for this issue a long time ago.  

It is a problem.. for people who dont do things by the book. If the plug is not a motorcraft and at the right torque specs (144 In-lbs for a 4.6L & 120 In-lbs for a 5.4L) they can unthread just a millimeter and take the threads with it. Its just the draw-back of alluminium:/