I bought one for my Sony KDFE42A10 thru Ebay a few months ago. Company is River Valley Electronics, and it cost about US$85 plus US$20 shipping (total was about Cdn$110).

http://cgi.ebay.ca/XL-2400-LAMP-BULB-FOR...=item4143cb4a72

This is the bulb ONLY (you can also purchase one including the housing if you want, but it obviously costs more). Easy to install the bulb in the existing housing. So far no issues.

Beats paying $300 to Sony.

Sony Grand Wega
Sony AVR
Sony DVD
Technics CD
M60's
VP150
Nuance SAT 1's
Sound Dynamics THS-10 sub