A frequent question I see is why the Lionel bulbs in any given accessory burn out quickly. I can sum up both the problem and the solution in a single word: voltage.
When you have too much voltage, bulbs burn out quickly–sometimes in minutes. When you have too little voltage, the bulbs will last decades.
How do you know what voltage you’re running at? Most Lionel transformers have fixed voltage posts that are marked for how much voltage they put out. Look for a combination of posts that give 14 volts, ideally. Unfortunately on a Lionel KW, for example, the posts D and U are ideal for accessories since they can share a common with your throttles–except that combination outputs 20 volts, which will burn out your bulbs quickly. Use C and D to get 14 volts.
If you’re using the center posts of a ZW, there are two small throttles in the middle of the transformer that control the voltage. Don’t turn them up all the way–only turn them up to about 75%.
Usually the original bulbs were rated for 14 or 18 volts, depending on the accessory. But if you bought the bulbs at a hardware store or someplace else that happened to have a bulb that fit, there’s a good chance that bulb was rated for 12 volts, or even less.
I’ve made that mistake myself, and when you run a 12-volt bulb at 18 volts, it doesn’t last very long.
Generally speaking, if you don’t want your bulbs to burn out, replace them with 18-volt bulbs.
Literally 87% of Lionel catalog numbers used either an E10 Edison screw-type base or a BA9S bayonet base. If the bulb screws in, it’s an E10. If it twists in, it’s a BA9S. When in doubt, get a G3.5, 18V bulb with the appropriate base, like the screw-in 1447 or the bayonet 1445. It may not be a perfect match for what was there, but it will work and do no harm. The same rule applies to Marx and American Flyer as well. If you can buy bulbs in person, take your burned-out bulb with you and compare. If a G3.5 bulb looks too small, step up to a G4.5.
If you’re really paranoid, step up to a 22-volt bulb with the appropriate type of base. Those bulbs will be harder to find, but will run for decades at 18 volts.