On the machine itself, I've been using a halogen bulb (looks like a mini metal halide bulb). It has a piece of glass that supports the filiment inside the bulb, which I think helps keep it from moving and breaking while the machine moves. They have been lasting a lot longer than a regular "heavy duty" bulb.
On the builbing stop light, I replaced the red and green floodlight bulbs with colored LED floodlight bulbs. Like you, I was replacing them quite regularly. Haven't replaced an LED bulb since I installed them, over a year now.
JPRB