Seem to remember something about partial short to the fitting that would cause bulbs to blow,or loose connections.
To verify I turned up the following on the web,hope it may be of use.
There are a few reasons bulbs can blow, the major one being cheaper bulbs. The elements in cheap bulbs are much thinner and any surge of power, however slight, simply breaks them. Always go for expensive light bulbs, its cheaper in the long run.
A loose connection in the lamp holder can also cause bulbs to blow. This is because the circuit is not completed as tightly as it could be and the electricity may have cause to "arc" or jump across the contact, rather than simply flowing through it. When this happens it produces more heat in the fitting than is expected or catered for by the bulb, and the bulb can blow.
The same can happen if the spring loaded connection in the bulb holder is slightly loose. This will cause electricity to arc across the contact, cause too much heat and blow the bulb. This can very often be diagnosed by looking at the contact on the bottom of the bulb to see if it is pitted. Arcing electricity effectively melts the metal it is arcing onto ( This is how arc welding works) so if the bulb contact is being subjected to arcing, tiny little indentations occur, called pitting.
So, three things to look into if your bulbs keep blowing. Your bulb supplier, The wire connections inside your bulb holder, and if the spring loaded connectors are working properly inside the bulb holder. As a last resort you can also check the tightness of the connections in your switch.