What type of shades are around the bulbs? Are they the open type where you can see the bulb to change it, or are they enclosed shades where you have to take them off to change the bulbs?
Some of the enclosed shades trap a lot of the heat from the bulbs, and that can make them burn out faster. Even some of the open type metal shades can trap the heat and burn out the bulbs faster.
My father has a ceiling fan in his kitchen. We put it up for him about 15 years ago. It has four open type metal shades, but they are a slim design, and the bulbs are very close to the edges of the shades.
He was using four standard size 40 watt incandescent bulbs in there, and they would burn out every 3 or 4 months. It did not matter what brand they were, or if they said for fan use, or we used the ones rated for hard use. They all burned out fast.
So I bought him some CFL bulbs that were 15 watts (light output equivalent to 60 watt incandescent. They didn't have 40 watt equivalent CFL's back then that I could find) and those lasted a minimum of 5 YEARS before he had to replace any. The fan put out more light and was using a lot less electricity with the CFL's.
As a matter of fact, he called me a few weeks ago and said the last of the four original CFL bulbs finally burned out! That one bulb lasted for almost 15 years.
I think the heat had a lot to do with why the older bulbs burned out fast. Once we put in the lower wattage CFL's, they put out less heat and lasted way longer.
The new LED's will use even less wattage to get the same light output, but at this point it would not be worth the extra money for the cost of the LED's for my fathers ceiling fan since the CFL's are lasting so long, and he still has a few more new ones in the pack I originally bought him 15 years ago.
But if you are having problems with bulbs burning out, then I would try the LED's in your case. If you are paying to replace bulbs so often, it will eventually become a wash as to the cost of buying the LED's now versus buying the other bulbs over and over again.
And the LED's will run way cooler, and they will use WAY less electricity!!
Jim