I’m not an electrical engineer, but I hang around with a few. There are some EE types on SDMB, if we’re lucky, maybe one of them will take an interest in this thread. So I’m sort-of-guessing here, but here goes:
A conventional, el-cheapo, non-halogen light bulbs’ life is not affected much at all by the number of times they are switched on or off. This is part of the reason this very old technology is commonly selected for signals and flashers of all sorts.
There is a difference between wear on the bulb filament and stress on the filament. Leaving the light burning causes wear - the filament very slowly gets thinner. Switching the light on causes sudden heating of (and thus mechanical stress on) the filament. It’s true that this is usually when the bulb “blows,” but it only happens when the filament has been made very thin by many hours of burning, and would have burned out soon anyway.
An office I used to work in installed a system of incandescent track-lights in a hallway. There were something like 10 bulbs in all. They were left on 24/7. After about 6 weeks (~1000 hours), half the lights were out, even though they’d never been switched off. The guy in charge of changing light bulbs was kept fairly busy by that hallway.
I don’t think so. A four-pack of 60W bulbs typically sells for around US$1.80, just $0.45 per bulb. Each bulb, however, will consume around (1000 hours * 60 watts / 1000 watt-hours/killowatt-hour * $0.12 per killowat-hour) = $7.20 worth of electricity, or $28.80 for the four-pack. The energy costs for manufacturing and shipping the bulbs are reflected in the price of the bulbs. While it’s true that the factories and major shippers get cheaper rates than you and I do, they aren’t that much cheaper. For incandescent lighting, the cost of the bulb itself is usually pretty insignificant.
An incandescent bulb can be made to last an almost arbitrarily long time, as long as you’re willing to sacrifice efficiency. A typical 100W bulb, for example, outputs ~1800 lumens. You can get long-life or rough-service bulbs (with longer, thicker filaments) that last much longer - 5,000, even 10,000 hours - but the output will be much lower - ~1000 lumens, maybe even less. The miracle bulbs at the police and fire stations are probably old, very low-efficiency designs, and have likely consumed thousands of dollars worth of electricity over the years, while producing very low amounts of light.