I have the same problem with my headlights. I own an '02 Spectra and my driver side headlight likes to burn out. It's beginning to get annoying. I still have the circle covers to the lights so it can't be that.
I had exactly the same problem with my passenger side main beam bulb in my 99 Shuma . It kept burning out every 2 or 3 months. I thought initially it was damp getting in, but I replaced both my main beam bulbs with Osram Cool Ice bulbs about a year ago, and I havent had any more problems.