I am an electrician, and I deal alot with high bay metal halides and high pressure sodiums. I have changed thousands of ballasts. All magnetic. The ones we use in grow rooms have special long distance ignitors. The ones you see in parking lots, or street lights, have ballasts built into the light housing. We do this so we can move the ballasts out of the room, for heat reasons. I have used digitals inside my room with no noticeable heat problems. But I went back to magnetic, outside the room, because anyone can rebuild a magnetic ballast, parts are easy to order online or at your local grow shop. Digitals have no replaceable parts. In my job I come across ballasts, lamps, you name it, that don't work right out of the box, or only last a very short amount of time. New doesn't mean much. I also have some that have lasted years and years trouble free. I have been an electrician for 15 years, I went through a 5 year union apprenticeship, and I can tell you that, metal halides and high pressure sodiums , or HID lights as they are called. Wont come back in right away after having lost power, they need to cool down as others have said, but I have never heard that it will damage them. I don't believe that to be true. If someone has had lamp issues it is probably an isolated issue, like a weak/bad lamp to start with. HID lights are temperamental. If you lose power I say turn them on asap, they will come on when they are ready, it can vary from 5 to 15 minutes. Hope that helps. If you have troubles with that ballast try the capacitor if it goes off and on, or the ignitor if it won't fire at all. The windings/coil hardly ever go bad, if they do it's from EXTREME heat. In excess of 100 deg. You would be very surprised how easy those parts are to replace. Just go wire for wire.
