Epson will send someone out usually the next day to replace the lamp if it fails within the 3 year warranty period. I have noticed with epson you don't always get a brand new Lamp but cant fault their service.
I also have 3 year Lamp warranty with Sahara Projectors, but have had problems with their customer service often delays in sending out replacement Lamps but they do replace faulty lamps with brand new lamps.