Dielectric grease is your friend. The factory probably forgot to apply it, like they did to my Mailbu. It ended up killing the socket, so I had to replace that and splice it in to the harness.
Also, getting even the driest of hands on your bulb will kill it within months. Skin oil is a bitch. I have really oily hands some of the time, so it's an easy reminder to put on gloves when I handle the replacement bulb.
-Buy a packet of dielectric grease. Apply it.
-Buy OEM style bulbs if you want more than several months of service. Stay away from "super white" or "super cool" lights.
-While changing the bulb, check the socket for corrosion or any signs of the wiring or socket getting brittle. Get a bright flashlight and have a good look at the socket contacts. They should be somewhat shiny or really shiny even after years of service. The grease and the sealed connection keeps it that way.
-Always handle the replacement bulb with gloves.
OEM bulbs are also the cheapest, the grease packet are like 97 cents, and they sell gloves at the chain auto parts stores in small quantities if you want to save money.
-edit-
Also, before I replaced the socket, the Malibu chewed through bulbs like a fat kid with enabling parents.