I have never owned an Epson projector, but I'm planning on purchasing the 5020UB.
I used to own a Mitsubishi projector and I purchased a non OEM lamp for it and I was very happy with it. I felt it had the same brightness as the OEM lamp. I used it for over 1000 hours before I upgraded my projector. For the difference in price, I'd definately go with the non OEM again. Be sure to buy one that comes in the housing. You can buy just the lamp or the lamp inside the housing. This makes it very easy to replace the bulb and no soldering. I got mine from Ebay at a fraction of the OEM price.