The bulbs should have a life expectancy on the outside of the package - if it's the OEM bulbs, I think it's something like 1800 hours, or something like that?
Either way - they 'should' last years. If you change bulbs - do not touch them with your fingers! You're shortening the life of them dramatically if you do (oil from your fingers gets on the bulb and causes irregular heating, causing it to fry faster). Aftermarket bulbs - anyones guess, I go with PIAA and Silverstar just because they are known to last long or as long as OEM bulbs.
This a HID or Xenon bulb? I'm speaking from HID experience, I do not know how long the xenon's last, but I can't see them being less than a HID bulb?