Reasonably common issue, unfortunately. Some people have found that they can blow hard (or with compressed air) at the top of their screens and/or earpiece to remove dust that's blocking the proximity sensor. That worked fine for me--but needed repeating every few days. After calling Nokia, they decided that it was a physical problem--so I sent it in for repair. In the meantime, I have a new phone, and it's working great.
Since most people (all) who have the proximity sensor issue also have dust under their front-facing cameras, I suspect that there's a missing/defective seal on some 920s that allows dust into places where it shouldn't go. My new phone has absolutely no dust under the front-facing camera, and the sensor is fine.
Also, make sure that you don't have a screen protector covering the proximity sensor.