mirwin101's post was very helpful (as were others), so I wanted to add to it with the experience I just went through.
I also have a 52HM84 and after 28 months, had to replace the lamp. It went fine, cost was $156 from e-Bay.
Two months later, I turned on the power and was greeted with a loud buzzing noise, which lasted for 2-3 seconds, then the set cycled through a lamp re-initiation sequence. It tried to light the lamp 8 times, each time the buzzing returned and the lamp did not light.
My assumption, which turned out to be incorrect, was that the lamp failed again, so I shelled out another $156. Upon installation, no change in the symptom, so I came to the forums, found several references to the lamp not lighting, and one to a buzzing sound. I've had a little experience with florescent lights and ballasts, when a ballast goes bad, you can see the light trying to light, but it never gets there. So the conclusion was that we may have the same thing going on here.
I also obtained a service manual from ManualCenter, download for $15. It's interesting, but not terribly useful in troubleshooting. It does have the service codes and a nice reference to the Service Menu so it was worth the price for me. Order process went fine, although it took 24 hours to process (and I used PayPal!!). They sent a link and the download worked just fine.
So I decided to order a Toshiba LAMP BALLAST, p/n 23122468 from Conns PartSearch for $48.63 plus tax and shipping. They seem to have a great parts selection and Conn's is obviously well known. I paid for overnight and it came the next day- overall good experience.
As far as installation goes, I had the same experience as mirwin101, it took about 90 minutes to complete the replacement. You have to be pretty careful with the cables and his point about going slowly is well taken. And the ballast assembly is not that easy to access- I recommend a long handled, small-medium sized Phillips screwdriver to get at the screws that hold down the ballast cage.
After replacement, I plugged the set back in and powered it up before completely screwing down the mainboard- you have to hold down the lamp cutoff switch with a pencil. The lamp lit, so I finished putting everything back together.
All in all, this went well. I've got some amount of electronics skill, but am not a TV repairman, so if you're comfortable working inside of a PC, the Tosh isn't any more difficult. And if the $400 service call estimate is correct, I saved $300, even with overnight shipping (not counting the extra lamp, which as all Toshiba DLP owners know, will be useful in a few months- grr..).
Thanks to folks that posted previously, and hope this helps someone else..