Halogens do come with different average lives - often 1000hrs, 2000hrs or 4000hrs. Invariably the cheapo ones have short lives - look on the side of the packet before you buy for the little clockface which shows the spec. of that particular bulb - I reckon they are not worth it.
Other issues impacting average life include heat dissipation and whether they are on adimmer or not.
Heat dissipation - have you got them enclosed above - so they run hotter? - move fibreglass insulation away to leave say 100mm all around the unit.
On a dimmer? - these things get their biggest shock at initial turn-on - which is when they blow. Well you would if someone stuffed 240V or 12V straight up your jacksy. If on a dimmer the voltage ramps up less quickly. I have 16 of these things in the kitchen on 2 dimmer-controlled circuits and they rarely blow.
You need a special dimmer to control 12V halogens (that have a Tx incorporated to wind-down the voltage).