I don't have a Samsung, but I do have a Toshiba 52hm84 52" DLP rear-projection monitor. I've had it a little over 2 years now, and I had my first bulb go about 3-4 months ago (just shy of 5000 hours of use). I watch on "low-power" (dimmer bulb setting), and what I found was that, yes, the picture was a little darker as the bulb started to go. Other things I noticed was that it took a little longer to achieve full brightness when I started it, and it required more frequent "tweaking" with my Avia disc to achieve optimal picture quality (I was losing shadow detail, etc.). Eventually, the bulb just blew (it's inside a protective case, so not a problem). Of course, it blew during the middle of the 8th inning of the NLCS final game. Thankfully I had a spare in my closet (as I do now; used my extended warranty this time to get a new bulb), and it only took me about 15 minutes to replace, so with my DirecTV HD Tivo, I didn't miss any of the game. Priorities, you know! Now that I have experience, I most likely won't replace the bulb until it actually blows. One bonus of doing this is that if you watch on low-power mode, once you replace the bulb the picture looks awesome again (and extremely bright).
Two things are infinite: the universe and human stupidity. And I'm not sure about the universe. -- Albert Einstein