Ceiling fan light bulbs are something most homes need an ongoing supply of. Which one to choose and what your options are is something I think I can help with.
The main issue people have with ceiling fan bulbs burning out early is using a higher wattage light bulb than the fixture is rated for. Don't be tempted to put a 60 watt bulb into your fan light when it clearly states "Max wattage of 40W". In fact, consider using a lower wattage than maximum to increase your odds at long bulb life.
Another big issue with ceiling fan light bulbs is the vibration involved in the fan operation. It can cause early light bulb failure regardless of other factors. Try using bulbs labeled "rough service", which are made with stronger filaments and can stand up to issues this this much better. Take a look at a normal light bulb at home, and see just how fragile the filament really looks (shake it around a bit, and you'll see right away). Since that's what makes the light in the bulb, if it breaks, the bulb "burns out" and fails.
For a standard 40 watt bulb perfect for most ceiling fans, I'd recommend this one.
For a 40 watt rough service model (to use when normal bulbs are burning out early) I'd recommend this one.
Here's a good 25 watt standard version for you, too.