I am looking at the following 3 models:
Samsung HL-S4266W
Toshiba 42HM66
Sony KDF-42E2000
These 3 models fall into my budget just fine, they are currently within $100 of one another and I don't have room for anything larger. In trying to research user reviews on these I've seem to come across more negative responses about the Samsung than the other 2 but maybe more of those are sold, I don't know. Some of them are real horror stories.
I currently only have analog cable, may upgrade to digital later, and I'm curious if one might be better than the other. I would also like to know if many of you would purchase an extended warranty for 3 or 5 years?
Any advise would be greatly appreciated.

You are not going to like any of them with analog cable! I would wait until you can get HD cable (not just digital cable), unless you will be watching a lot of DVDs.

Well my personal opinion of those is the Sony. Although I must be honest and say that I have seen the toshiba but it is in a buddies house NOT in the store and it looks good. My guess is, however, as good as the sony's look they'll look even better in your house.

if you don't see rainbows, then the samsung is a great set (although the cautions about sd broadcasts vs hd above are correct). each of these sets can have problems (the infamous "black grass" on the samsung, for example), but they don't affect most people (or else it is so small as to not be observable).

the samsung gives a bright and incredibly life-like, accurate picture.

i love mine!

if you don't see rainbows, then the samsung is a great set (although the cautions about sd broadcasts vs hd above are correct). each of these sets can have problems (the infamous "black grass" on the samsung, for example), but they don't affect most people (or else it is so small as to not be observable).

the samsung gives a bright and incredibly life-like, accurate picture.

i love mine!
Unless the lighting is dim, in which case I see rainbows and get eye fatigue rather quick :(

You are not going to like any of them with analog cable! I would wait until you can get HD cable (not just digital cable), unless you will be watching a lot of DVDs.

I guess an explanation of our video lifestyle may help with any further comments. Neither my wife or I are video purists. We usually watch analog cable tv on our 20 year old 45" Mitsubishi rear projection crt tv that's not been caibrated in years. What I'm replacing is a 27" Mitsubishi crt in our family room. I would hope that any of the 3 tv's would do as good as our aged 45" Mitsubishi.
We watch only what's on our analog cable. The last "in theater" movie we went to see was Star Wars, the original. We've never rented a dvd nor a vhs movie. Just don't care. I guess you could call us the flintstones of movies.
Just thought I would clear things up.

I guess an explanation of our video lifestyle may help with any further comments. Neither my wife or I are video purists. We usually watch analog cable tv on our 20 year old 45" Mitsubishi rear projection crt tv that's not been caibrated in years. What I'm replacing is a 27" Mitsubishi crt in our family room. I would hope that any of the 3 tv's would do as good as our aged 45" Mitsubishi.
We watch only what's on our analog cable. The last "in theater" movie we went to see was Star Wars, the original. We've never rented a dvd nor a vhs movie. Just don't care. I guess you could call us the flintstones of movies.
Just thought I would clear things up.
You need to go to a store and view all three of them on SD content. SD rarely looks as good on an HDTV as it does on an SDTV. HDTV is designed to bring out detail so what you'll see in an SD source is flaws and in some cases noise. Also keep in mind that most HDTV's will upconvert an SD signal to their native resolution which means the TV needs to have a good processor or your picture might be worse than it needs to be.

I vote for the Samsung (since that's the set I own). I also tried the 42" Sony (I think it was the previous model though). Generally I prefer DLP to LCD since I find the motion smoother and the picture to be generally sharper with better colors.

You need to go to a store and view all three of them on SD content. SD rarely looks as good on an HDTV as it does on an SDTV. HDTV is designed to bring out detail so what you'll see in an SD source is flaws and in some cases noise. Also keep in mind that most HDTV's will upconvert an SD signal to their native resolution which means the TV needs to have a good processor or your picture might be worse than it needs to be.

As it turns out I was able to do just that. I first seen the Samsung at CC but they don't have an SD source, the HL-S4266W isn't even on their website. I went to Sears (of all places) and they had the 3 side by side so I was able to see them first hand. I'll have to admit that the Samsung looked the best and the picture was the brightest. The Sony looked the worse, picture was much darker but maybe all it needed was a little brightness boost, you can't ever tell how well they adjust them. The don't really have an SD source but do something that must simulate it, salesman said that this is what it would look like with analog cable, so I'm just taking his word for it. Obviously it didn't look as good as HD but I could live with it. It looked the worse when there was some text on the screen, noticeably more blurred than in HD.
I never before would have thought of TV shopping at Sears but I was quite impressed with their showroom. Their 5 year in home service plan is over $200 less than CC and it includes the bulb.
Sears even had the Hitachi 51F59 CRT rear projection tv tweaked up so well that it almost looked as good as some of the DLP's. Of course it's cheaper than the 3 I looked at but much to big for the space I need to put it in.
Thanks for all the input, I need to make up my mind pretty quick as sears has a 10% off deal on all TVs if you use their credit card.

Your observation about samsung being the brightest is probably spot on but keep in mind that brightness is an asset in a big retail store it can be quite fatiquing in your living room. My uncle's got a 57831 mitsu diamond DLP he just bought. It's a great TV but man its so bright especially if he turns down the lights that the tv is pretty fatiquing on the eyes. However, that new 6 color color wheel they're using in the 831's seems to do a fantastic job of getting rid of the rainbows. I still noticed some very minor color variations on solid black or solid white screens but i was looking for it and my wife didn't notice. In fact it is probably the best DLP I've seen. But it is very bright when you get it home even if you turn it down.

My former boss on the other hand has a Samsung DLP and absolutely loves it. I've seen it several times and it looks good but it looks overly bright to me.

Despite what I say or others, let your eyes be the judge but do not dismiss the environment like the store vs your living room as having an impact on your viewing.

the samsung dlp's are very bright -- which makes them perfect for rooms with high ambient light levels. but 6speed is entirely correct...in a dim room, that may fatigue your eyes.

so, now you also need to take your room and watching conditions into consideration!

our samsung is in the family room -- which gets lots of outside light during the day, and lots of electric lights in the evening, so the brightness is an asset.

If you are not going to be watching anything in HD or at least standard DVD (which is about the best SD picture you can get) I think you may be making a mistake going with an HD set. It sounds like all you watch are analog SD channels. SD channels, both digital and analog, on a HD TV can vary from pretty good to terrible based on your provider. Even so called digital SD seems to be falling in quality due to downconversion of resolution and compression as providers try to squeeze more and more programming into their available bandwidth. These downconverted and compressed channels still look pretty darn good on a SD TV. However when such a channel is unconverted to a HD TV its a whole new ballgame. They will never look as good as the picture you are getting a standard definition TV. My advice is to buy another cheap SD TV until you are inclined to watch something other than SD cable. You will save money and have a better quality picture.

the samsung dlp's are very bright -- which makes them perfect for rooms with high ambient light levels. but 6speed is entirely correct...in a dim room, that may fatigue your eyes.

so, now you also need to take your room and watching conditions into consideration!

our samsung is in the family room -- which gets lots of outside light during the day, and lots of electric lights in the evening, so the brightness is an asset.

What do you have the levels set to? I use movie mode and set both contrast and brightness to a bit less than 50 (will have to get the exact numbers from home).

By default, they are set extremely bright.

Of those 3 it appears that the Sony is more reliable.

This is based solely on my searching these and other boards for issues.