Bulbs blowing often indicates a fault with the alternator. It could be that there is a problem with the regulator and the output voltage is too high. Check it with a voltmeter; with the engine running and the headlights on the voltage shouldn't be more than about 14.5.
Bulbs tend to fail at the moment they are switched on - they take more current at that point because the element is cold. Brake lights are switched on and off more frequently than any of the other bulbs in the car, so these will be the ones most likely to fail.