My understanding is that if you don't have DHPP, all you have to pay is $15 or so shipping to get a leased receiver replaced. If you have DHPP, you don't have to pay shipping. There are other "perks" with DHPP, like cheaper service calls though.
My biggest concerned is being able to get receievers replaced cheaply, so I canceled DHPP after the one year free run, because it didn't make sense to me to pay $5 per month to potentially save $15 if a receiver dies.
Service calls, LNB's etc: I'll take my chances.