I think you've answered your own question about perhaps having a professional look at the problem. Personally, I would rather pay an electrician to remedy the overall problem than taking a chance of spending oodles of money for replacing expensive CFL bulbs over and over again. The fact the incandescents burn out so often is also going to happen with a CFL. There's definitely something wrong with the socket or the wiring.
Also, CFL's contain mercury and must be disposed of at specific recycle centers because mercury is highly poisonous to all living beings and it contaminates air, soil and waterways if not disposed of properly for Lord only knows how long :-(
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