The single most annoying "feature" about microdisplays (DLP, LCD, & LCoS) is that stupid lamp. Sure, it maybe easy to change, but at $150-$350 and only lasting around 4000 hours - costly & annoying. Thankfully there are a few ways to improve the life of this little guy. HDTV Magazine runs down all of them but the two that you really need to watch is constantly turning the set on/off and AC power conditioning.
By turning the TV on and off constantly, it puts lots of strain on the lamp and is the most destructive action to the bulb. So, if you are going to step out of the house for a minute or leave the room for a while, keep the TV on. They are low power consuming devices anyways. Second is power conditioning and regulation. While we will keep all the nitty gritty details for another post, a nice surge suppressor with battery backup is the way to go. (Look at Monster, Belkin, and Tripp Lite models)It will keep the power spikes to a minimum and if the power goes out, it will give you a chance to power down the set and let the fan cool down the bulb. Still with all this, there is no way to guarantee a how long that bulb will last.