My ceiling fan light bulbs burnout frequently. From what I can tell the fan is mounted well and does not oscillate more than I would expect it to. I use GE multi-use soft white 40 watt intermediate light bulbs which are marketed for use in ceiling fans. Unfortunately, my local Home Depot does not carry any other bulb brands in this size. That said with the bulbs burning out so frequently it seems more likely to be another issue unrelated to the bulb themselves, but I am open to suggestions of others to try. What could be causing the bulbs to burnout frequently?
Does your ceiling fan wobble? Shaking a light bulb can break the filament. See How do I balance a ceiling fan?
Is your line voltage reliable? An electrician told me once that he swears by 130V-rated bulbs. If voltage surges a little, the 130V bulb will tolerate it better than lower-rated bulbs. The rating is printed on the top of the bulb. However, if this was the problem, you'd probably see it in other fixtures, too.
Line voltage varies because keeping voltage steady under varying load is very, very hard.
Have you considered compact fluorescent (CFL) bulbs? No moving parts mean no need to worry about vibration. Admittedly, they're not the nicest-looking things that you can stick in a fixture, and the color balance may not be what you want.
I have the same issue with any intermediate base bulb. I even tried not running my ceiling fan. Same thing: one week and they were burned out.
My suggestion is extreme but it's the best solution, and that is to change the light fixture to one that uses anything but intermediate base bulbs. Don't beat yourself up trying to find out what is wrong like say voltage or brand name or even fan wobble. They are impossible to find anyway.
I have a ceiling fan with four sockets. One socket would not work at all, and one caused a CFL light to flicker and hum when in use, and burn out in about a month.
I disassembled the fan to check the wiring. Redoing the lamp wiring (5 white wires into a twist-on wire connector, and 5 black wires into another twist-on connector) was enough to get the non-working socket working again.
As for the flickering socket, I found the wiring to the porcelain socket was brittle, and broke as I was examining it. I got a replacement socket for $5 at our town's older hardware store, and now that socket works without a hum.
This was my first ceiling fan wiring job, and took a full day from start to cleanup. It will take a few months to see if this also results in light bulbs not burning out as often.