Problems with Mazda 3 headlights?

I got my Mazda 3 back in 07 brand new and it seems that the low beam headlights are always burning out more than they should. This year alone BOTH my low beams burned out 4 times. I have been trying different brands of light bulbs and they never last long (The light bulbs are never touched by skin). I have already been pulled over by the cops 2 times (on separate occasion) for having burned out headlights and have gotten a fine one time. Its getting really frustrating and costing me a lot of money. Does anyone know what the problem could be?