Now, this isn't a "Skyrim breaks PS3s thread." Crashes and freezes break PS3s, and Skyrim causes a lot of those. This is just a warning, as I've gone through 2 PS3s myself thanks to a crash during Fallout 3 and a freeze during New Vegas. There are no exceptions to these circumstances, like being lucky. Sooner or later, any PS3 will give up the ghost from too many improper shut downs.
On a similar note, shut downs that result from these situations also have a high chance to corrupt data on the PS3, and not just that 150+ hour Skyrim save you have, but your entire PS3 hard drive.
You have been warned.