Even good bulbs will blow after some time. I've used PIAA Plantinum Superwhites and they have blown after 8 and 11 months respectively. These bulbs were $100. I have Razo bulbs in right now ($60) but have Philips Premium bulbs for my next set. They were pretty cheap and can be found at
www.autolamps-online.com.
I am sure pretty much any replacement bulbs will blow in less than 1 year, so I am just going to minimize cost by going with Philips. A lot of members on this board have them and seem to like them.
As far as hints for installing new bulbs:
1. Use latex gloves.
2. Try not to get anything in contact with the bulbs during installation. It's hard when you are trying to put them back into the headlight housing though.
3. Use some electric grease for all parts that conduct electricity.