It depends a lot on the game, I think. For example a game like "Mortal Kombat" will have "strength" bars for each combatant, and they are always in the same place no matter what the background is doing. Although the strength varies, the border of the bars doesn't.
So, the border could burn in.
That said, my Sony 46" XBR has seen a lot of game use with no perceptible burn. But, it was carefully adjusted with Video Essentials, and isn't running at the "super-bright" setting profile preferred by most retailers.
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Mike Kobb
(Formerly "ReplayMike", but no longer affiliated with the company; these opinions are mine alone.)