I haven't done huge amounts of gaming on my 50PX4D (as of yet) not for any reason other than I just haven't had the time. However my brother also has one of these TV's and he has played quite heavily on his Xbox 360 using the TV. From what I remember, he said that on one occasion he had played for about 4+ hours and noticed image retention on the health bar, which stayed on screen after he stopped playing the game (but was only visible when the screen was turned off or black). Being image retention (and not screen burn) it cleared after a few minutes. At this point his TV had been used for about 120 hours.
Seeing this he turned on the "Orbiter" function in the TV menu, and used the engineers menu to set it to move 15 pixels every few minutes (I think the settings he used were to move 3 pixels, with a step of 5). Since using this he has never had a problem with image retention whilst playing games, and doesn't really notice the image move.
(And just to clarify, he only uses the "Orbiter" function when gaming. For normal TV/Movie viewing, he has never had a problem and neither have I).