I haven't seen many problems with the turn signal bulbs going out... What type of bulb are you replacing them with? Are you using a cloth or gloves to install them (using your bare hands leaves skin oil on the glass which can cause them to fail prematurely)?
mine seems like it's burnt out then i take it out then put it back in and it works. i jiggle it and it goes out then jiggle again and it works again i even tried 2 new bulbs. is it in the wiring? it didnt do this until i got it back from the body shop which is a whole new story.