High-temperature (T) and high-electric-field (E) effects on Pb[(Zn_{1/3} Nb_{2/3})_{0.92} Ti_{0.08}]O_3 (PZN-8%PT) were studied comprehensively by neutron diffraction in the ranges 300 <= T <= 550 K and 0 <= E <= 15 kV/cm. We have focused on how phase transitions depend on preceding thermal and electrical sequences. In the field cooling process (FC, E parallel [001] >= 0.5 kV/cm), a successive cubic (C) --> tetragonal (T) --> monoclinic (M_C) transition was observed. In the zero field cooling process (ZFC), however, we have found that the system does not transform to the rhombohedral (R) phase as widely believed, but to a new, unidentified phase, which we call X. X gives a Bragg peak profile similar to that expected for R, but the c-axis is always slightly shorter than the a-axis. As for field effects on the X phase, we found an irreversible X --> M_C transition via another monoclinic phase (M_A) as expected from a previous report [Noheda et al. Phys. Rev. Lett. 86, 3891 (2001)]. At a higher electric field, we confirmed a c-axis jump associated with the field-induced M_C --> T transition, which was observed by strain and x-ray diffraction measurements.