When you say turn itself off, do you mean fans and everything? Or do you just get a blank screen but the fan keeps running?
The cap issues I've read about were on Samsung's LCD line, not their DLPs, and it showed itself as a series of clicks when you tried to power up the TV. A co-worker of mine just had his TV fail after two years due to capacitors. He called Samsung and got them to fix it for free, and his TV was out of warranty. Give them a call and see what they say.
I'm not altogether on anyone's side, because no one is altogether on my side.