Buy branded bulbs, such as Osram and GE, also look for a 250V rating, that will help.
We had a 250V rated lamp at the bottom of our stairs for 18 years. It never blew. And it was branded BHS.
Also, energy saving lamps are more tolerant of supply fluctuations and overvoltage. For example the lights in my bathroom used to dim when I had a shower on, as the voltage dropped, but the new energy saving lamps dont dim.
Good manufacturers of CFLs are Phillips, Osram, GE and Megaman.