1. Are the lamps you are using designed for the application? Specifically, are you using a base-up bulb in a base-up fixture?
2. Are you using some sort of record to determine the life of the bulb, or just thinking, "Gee, it seems like we just replaced that bulb 3 months ago."?
3. This may be stating the obvious, but are you using the correct HID bulb for the fixture (not using a mercury bulb in a sodium fixture)?