Once, not so long ago, rear-projection TVs such as this were a budget way of getting a big screen. Now, with plasma prices in freefall to the point where you can buy an HD-ready 1080i-capable true flatscreen for £1000 or not much more, rear-projection TVs such as the Samsung DLPs, excellent though they are, look a bit dinosaur-like.
They're bulkier, they have to be used on stands - no way you're going to hang them on the wall! - and they have lamp life expectancy similar to conventional projectors (which given they're a projector shining onto the back of a screen via a mirror is hardly surprising). That means something in the region of a couple of hundred quid (if you're lucky) for a new lamp after 2000-3000 hours' use (again, if you're lucky). So with four hours's use a night, you could be into a new lamp after around 18 months to two years.
The plasma should still be going in about 20 years' time.
Rant mode now off.
No, 1080i/1080p won't make any difference with Sky+, or indeed Sky HD, but may with the PS3, with those games output in 1080P. They'll still work fine into a 1080i, and unless you sit really close to the screen I don't think you'll notice any difference between interlaced and progressive working.