although you can do it yourself...it is a lot of work. especially since it sounds like you're really not sure what to do. i'd suggest going to a privately owned high end a/v retailer or even a place like best buy and circuit city and ask about their installation services. its a lot of work, especially for a fire place.
somethings to keep in mind. brick fireplaces will be complicated and might require you to get a brick layer out there to remove 2 bricks so the wires can be concealed. power cords from plasma's can't be concealed behind walls, so you'll either need a $100 power bracket installed by an electrician installed behind where you want to mount the plasma....or the a/v installers can install a $400 powersurge behind it. marble is even more complicated cause its so freaking hard to drill through.
many places will offer in home consultations. it means they'll come to your house, tell you what they can or cannot do, and give you many ideas AFTER seeing what your room is like. remember, $500 for a professional installation is better then breaking a $5000 tv.