Permanent? No. Takes many days of a static image. Actually you would have to game non-stop for weeks without turning the set off or switching to other content. Doesn't happen.
IR? Maybe, maybe not. Depends on the game and the set you chose. On a good set, any IR would wash away usually immediately and would not be at all bothersome. On the best sets, you wouldn't even see any. Store-brand sets may have longer-term IR, but it still wouldn't be permanent.
I say go for it. Countless people who have posted here routinely game on their plasmas for hours and hours. The same PQ elements that make their sets great for regular content hold true for games as well (contrast, motion resolution, viewing angle etc...). IR is now a small, small issue. Everyone has many questions about it, but as a reported problem on these forums, it is pretty low on the list. Lots of other issues are much more prevalent in every kind of tech.
Just saw that you are considering the 50pz800u, which is very good at preventing IR. It doesn't have basically perfect IR resistance like the pioneer kuros, but it is probably the next best thing. Even with this being said, it is a small thing and I still don't think you should bother to take this factor in to consideration. If the 50pz800 is the set for you PQ/value wise (a good choice btw), game away. I think this set falls in to the category of possibly seeing IR, but having it wash away quickly if you do. Games with a high-contrast HUD that never changes (like when a cutscene happens) would be the most likely to have some after several hours.