I bought a cheap UPS for my PJ, same one as for my computer. It didn't work; either the battery was hooped or simply not enough juice. Anyway, I used to deal with relatively frequent power outages (4/yr) and my Epson Home 10 bulb was still good after 4100 hrs. Still, I would have felt happier if my UPS had worked, and I'll certainly be upgrading it when I upgrade the PJ.
When the power came back on the projector would cycle on, then after ~20 seconds the "replace bulb" light would come on and the projector would just down.
By the way, I remember reading over at AVS about there being a reset button near the bulb in some projectors, and that cleared up this very problem.
