Dead Ballast or burnt out bulb?
 

I have a 2x250W HQI metal halide light fixture. Noticed one of my bulbs not on today. This sounds like a stupid question but how do I know if its my bulb or ballast that has quite? I have only had this fixture for about 8 months. The ballast that runs that bulb is cold while the other one is warm, so does that mean that the ballast is not working?

switch the ballast around. see if the other bulb lights up or not. or switch the bulbs around.

Yeah, pretty much you have to try a different lamp, at least you have two setup so swapping is easy and you don't have to worry about begging/borrowing/buying for a new lamp only to find out it wasn't the lamp. However fwiw, double-ended lamps are pretty delicate, it's my guess that it is the lamp and not the ballast (this has happened with me a few times too - the lamp just craps out after a while). The ballast is probably cool simply because the lamp is not lit.