[billjam]

Not a ceiling fan bulb, but I had same problem - one bulb kept blowing every few months.
I asked BIL who is an electrician why this would happen and he said it was usually due to loose neutral wire connection somewhere in the circuit.

I tightened up the connections at the light socket and in the switch and bulb has been OK for at least two years now.

Another way to help the bulbs last a bit longer is to use one rated for a slightly higher voltage. In Aus, our standard voltage is 240V, but you can get bulbs rated at 260V. They last much longer in "difficult" situations like ceiling fans and portable worklights.