I think I have heard of such things as longer-life incandescents, but never seen one. If you are using cheap Chinese bulbs, buy an expensive name brand and see how that goes. Though it's probably a case of four times the price for double the life.
Maybe try one of the halogen bulbs. They are about the same size as the ordinary incandescent, but have a bulb within a bulb allowing the filament to operate hotter and give a brighter, whiter light. I don't know whether they are more tolerant of overvoltage, but for a few bucks you can find out.
Quite possibly your house supply is just a tad over the nominal 220v or whatever. While fridges and washing machines don't mind this, a light bulb's life is markedly shortened by a slightly higher voltage. If you have a good digital meter you could measure the line voltage, if well over 220v see whether the power company can/will do something to lower it.
Are you new to that house? If not, has the problem only just recently emerged? Since the power company installed a new transformer just down the road, or since a big development/factory/supermarket opened up nearby?
I can't see it making any difference. If you are an electronics person, and determined to stay with incandescents, I have an idea. While you could try a dimmer, a cheaper alternative might be to solder two power zener diodes in series, back to back, to drop the peak of the voltage going to the bulbs.