One thing you might try is, rather than purchasing a "normal" incadescent bulb, to instead get the "builder-grade" bulbs. These are typically rated for funny voltages (e.g., 130V), which means that you're running them below their official ratings and thus you may end up with longer bulb lifetimes.

Where to find such bulbs? In Houston, anyway, there's a funky store called "Light Bulb Depot" that carries every obscure sort of light bulb known to man. Every major city should have a place like that...