These were covered under an extended warranty. Give your local dealer a call. I don't know if that warranty is expired, but if not, you may be able to get them replaced for free. Also, if you can produce a receipt for when you bought aftermarket ones, you can get reimbursed for it.
I've heard so many times that these were problematic. But I've never heard anything more than speculation on why (and therefore what the solution is).
Yes, do not touch the glass on a headlight bulb. The oil from you fingers can cause the very thin glass of the bulb to break when it gets hot.
LEDs will reduce the electrical draw, so will not be effected if there's an issue with the wiring. They will also not be effected by any moisture that might get into the lamp, etc. if that's the issue. You do have to be careful, as changing the type of bulb can have a drastic effect on the light pattern. It also might require disabling daytime running lights (on my '00-04 Outbacks, the DRL turns the low beam bulb on at a lower voltage, and putting LEDs in cause them to flicker badly).