Though it would be wise to turn off the halogen when not needed.
Yes, that is the thing. Halogen lighting makes the most sense IF you are turning it off when you are not using it. But if you are leaving it on, and do not like having to remember to turn it off, and being bothered to turn it on every time you start using it, it might not be such a practical option. If you are leaving it on all the time, you will find the bulbs quickly burning out (not to mention wasted electricity costs).
It might make more sense to just wire the halogen to a motion detector so it will automatically turn on when you are using it, and automatically turn off after 5 minutes when you are not using it. I think this may be the most economical option.
In terms of power costs, another thing to consider is that halogen lamps also act as radiant heaters. I sometimes leave a 250W halogen light on just as a little portable heater, since it can get very cold at night when I am working in the garage. This can either be potentially desirable or undesirable. 250W is not a huge ammount of heat, but it is noticeable and appreciated.
If you find it inconvenient having to frequently replace halogen tubes, there are a few things you could do. You could buy a different type of halogen lamp with a screw socket that uses halogen bulbs with an outer glass envelope. You could just use cheap energy saving halogen replacement bulbs. They also sell higher wattage industrial halogen bulbs with an outer glass envelope. While more expensive, the advantage is that it is much easier to replace the bulb, and you would not have to worry about getting finger prints on the bare exposed inner halogen capsule.
Like most people, I find it rather challenging and inconvenient to try to replace the halogen capsules in my worklight. It seems very difficult to try to jam the tube into place without breaking it, while at the same time not being able to touch it with my bare fingers. Perhaps that is your problem. I do not mean to state the obvious, but perhaps if you have been touching the halogen tubes with your bare fingers while putting them in, that could explain why they are burning out so fast. Getting finger print oils or dirt on the capsule will cause it to carbonize later under the heat, causing additional absorbtion of radiant heat, which will lead to localized overheating, sometimes rupture of the quartz capsule. There should be a warning about not toucing the capsules on the packaging. It is claimed that these dirt and oils can just be wiped off with some alcohol and a clean cloth, but this is not an ideal solution, especially if your hands were very dirty/oily to begin with.
My worklight experience is the $130 Hang-a-Light 400watt Metal Halide is the second best investment per dollar, after the ten dollar 500 watt halogen, for portable, non wearable lighting. (I have little love for my $75 1500 watt halogens, for a number of design flaws.) In the service industries (construction, etc.), 10,000 hours between bulb swaps is quite tolerable. Flawed and cheaply made quarts bulbs for worklights that promise 2,000 hours but pop every 100 hours, are very frustrating and costly.
I have heard that many in the construction industry are not happy with halogen worklighting because they are not very durable. If the lamp gets bumped, hit, or dropped, it can cause the bulb to burn out (because the white hot filament is susceptible breaking under mechanical shock). The glass cover pane can also be vulnerable to breaking if dropped, and this cover is very important (to prevent moisture/dirt from getting on the inner bulb, and to filter out the UV).
Another idea might be to just use 200 watt incandescent bulbs (A21 size), possibly rough service. T10 shaped halogen bulbs (with an outer enclosure "double envelope"), and normal screw shaped base, are also available, though they can be a little expensive. Here is a 250 watt T10 medium base halogen bulb:
https://c808505.ssl.cf2.rackcdn.com...ab62915c129e9ab_original_x_323_1327653347.jpg
Because of the outer glass enclouse, no worries about oil and dirt getting on the inner capsule and prematurely shortening the bulbs life. They are typically rated to last 2000-2500 hours.
Here is a 500 watt double enveloped halogen:
http://www.amazon.com/dp/B0007UQ3A4/?tag=cpf0b6-20
It might be that you are not properly handeling the sensitive quartz capsule, in which case you might try buying double enveloped ones and seeing if those last longer.
Another strange thing I noticed is that operating halogen filaments in a vertical position seems to make them last much longer than when operated in the horizontal position. In the horizontal position, the hot filament quickly sags under its own weight and eventually snaps. This was the case for energy saving halogen replacement bulbs at least.