Almost every house has one or even a few light fixtures that burn through light bulbs faster than all of the others combined. The problem is often blamed on "faulty wiring" in your house, a diagnosis so vague as to be meaningless. The truth is--the most common causes of a faulty light fixture have nothing to do with your home's wiring and they're usually easy to fix.
If you have several light fixtures in your home that are going through light bulbs at a rate of one every few weeks, or even every few months, the problem may be too much electricity coming in. We've been taught that electricity flows into our homes at a steady 120 volts, but that's not always the case. Often a house is actually overpowered, so to speak. For just about everything else in your house that runs on electricity, this isn't a problem. But for light bulbs, it can seriously diminish their life span. Use an electric meter to test an outlet in the room or rooms where you have faulty light fixtures. The reading you get may fluctuate somewhat, but if it reads over 120 volts most of the time, you've found the problem. If only a few light fixtures in your house are affected, switch to 130 volt "long-life" light bulbs for those fixtures. If you find you're replacing all of the light bulbs in your home over the course of one to two years, contact your local power company.
Commonly, light bulbs also burn out quickly because they're screwed in too tightly. At the bottom of the light socket is a flexible brass tab that should sit a quarter inch or so up from the bottom of the socket. A bulb that gets screwed in too far can actually bend the brass tab so that it sits too far down in the socket, which means it can't make adequate contact with the bottom of the light bulb. When this happens, you can get arcing between the tab and the bulb, which wears the light bulb out quickly. Fix this by cutting power to the light fixture and using needle nose pliers to gently pull the brass tab up so that it sits about 1/4 inch from the bottom of the socket. And in the future, don't try and be Hercules when screwing in light bulbs.
For recessed or covered light fixtures, excess heat buildup can cause light bulbs to burn out. The easiest fix is to switch to lower wattage light bulbs. If this doesn't work, you may need to switch to larger fixtures or use larger globes on covered light fixtures, which allows the heat to dissipate.
If your light fixture is subject to severe vibration (it's a ceiling fixture underneath a kids' play room, for example), the vibration could be the culprit. Installing 130 volt light bulbs in these fixtures is more cost effective and humane than tying up the children and the thicker filaments in these bulbs should be able to handle the stress.
If you've tried everything else and are still going through an inordinate number of light bulbs, cut the power to your faulty light fixture, remove it from the junction box behind it, and check to make sure all of the wire connections are nice and tight. A loose wire can result in a wildly fluctuating current through the bulb, which can kill a light bulb in days.