None of the ones I purchased have been cheap, but I've yet to have CFL burn out, ever. I get all mine from
http://www.topbulb.com although I'm not averse to buying the $12 and $15 bulbs. Maybe the expensive ones aren't so failure prone? Maybe I just haven't had any of mine long enough to have them fail? Perhaps under/over-volt problems in your electric company's production are burning our your CFL's quicker?