Why are my ceiling fan light bulbs burning out quickly?
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.