When I turn the unit on it immediately goes off, I have to cycle through this several times, then finally it stays on.

My immediate reaction would be to cut your losses and buy a new unit as sooner or later you will run into a part that is no longer available.

You may have a variable speed blower that is not wired correctly to the thermostat or the problem could be the ciruit board.

Generally speaking, an amp protects itself from heat, shorts, overloads and operator exuberance by refusing to turn on or stay on.

Overloads can be from excessive periods of high output or marginally low impedance loading by the speakers; and shorts would be wiring issues or a speaker blowing up.

You should be able to feel if it's hot. WHY is it overheating? Make sure it has sufficient ventilation on all sides and that vent holes are not blocked by dust balls. Ensure the fan (if equipped) is running as designed (some only operate on demand). Clean dust and debris from it.

If the amp comes back on after cooling, you're lucky. They only have so many self-protection cycles in their lives so continuously resetting or cycling their power without addressing the cause can do more harm than good.

If it protects immediately on a cool power up you should disconnect the speaker connections and try it 'naked'. If it comes up then diagnose which lead(s) are shorted. If it does not come up the problem is internal and should be left to an experienced and competent hands-on tech.

Check for loose speaker connections at the speaker as a root cause for intermittent shutdown.

Sounds like a hose has come loose.

If the out door fan keeps running and the compressor cycles off that would be the overload in the compressor.
What keeps the windings cool is the refrigerant back to the compressor.
For the overload to cycle it would have to be either not enough cooling back to the compressor or high amp draw, which could be the metering device (txv or orifice) or low on charge, or other things would be a bad capacitor, sometimes a bad start relay not staying open, when compressor gets up to speed or anything causing the compressor to draw high amps.
To check the refrigerant, he needs to check the superheat at the compressor it should be appoximately 12° to15°, and next time the compressor goes off if you shut the power off and feel the top of the compressor and if it's hot 130° or higher it's probably refrigerant.

My unit closed immediately upon opening since like 1 day after the warranty ran out. It bothered me. I finally tore it apart and this fixed it.

Take the cover off. As you are facing the front of the player, the blue sensor switch that controls the tray will be on your left in the middle of the carousel. Push button to open tray and locate it as the tray opens. Grab the tray and also the carousel and hold them so you can see the little blue switch. Use a tiny screwdriver or toothpick or other slender device to "flick" the switch fully forward and backward several times. Let go of the tray and try the button. If it still closes immediately, repeat the flicking. Try it again.

Replace any swollen capacitors in power supply.

While you are trying to turn it on, it is likely that it is cooling off. Thus you could get the same results by not trying to operate it but let it sit for about 10-15 minutes. Over heating is a common problem. If you have anything sitting on top of it or too close to it, such as another device that has heat of it's own, move it. Also, if you listen at loud volumes and/or are using inefficient speakers that will also make it run too hot and trip the thermal protection circuit. Turn off any equalization or "loudness" features or listen at a lower volume...may also want to get a small fan to run on it too.

http://www.searspartsdirect.com/partsdirect/getSubComp.pd?diagramPageId=00001&componentDescription=&documentId=P0802011&modelNumber=233.5994690&productCategoryId=0122400&brandId=0582&modelName=DOWNDRAFT-BLOWER&backToLink=&searchTerm=

I just recently had the same problem and finally my set would no longer turn on. I replaced the projector lamp and now my set works. However, when it first comes on, it only stays on for about 2 minutes and then goes off. After another minute, it comes back on and works fine from then on. I don't believe this double power up can be any good for the lamp, but I don't know if the problem is the lamp or the set. These lamps run on about 65 volts, but require a short blast from 5000 volt source to fire up. At $200.00 a lamp, I don't want to go buy another!