I concur with my fellow Canadian, 2kg4u (my paternal grandmother was originally from just outside Montreal, one might say I'm "one-eh-th Canadian." Love your avatar BTW!)
I would take a look at the sockets themselves. Just from prolonged heat exposure, the plastic will warp and exposure to moisture corrodes the contacts, and a poor connection has resistance which increases current (and thus more heat) across the contact points. (If the technical mumbo-jumbo matters to you... LOL)
I've had the same problem with my '99 Olds Intrigue when it was 4 years old, I was burning out bulbs in two weeks or less. The problem ended up being the original bulb sockets themselves - after so many years of being powered up full-time, they go faulty. I think it was an unforeseen problem in engineering the cars to run the front turn signals as DRL. Cars that use the headlights for DRL don't typically have this problem simply because the sockets are built for higher temperatures (in my analysis).
What I ended up doing was buying both front turn signal sockets at the dealership parts counter, they cost me roughly $25 each, and they simply plug into the harness (being that the Century, Grand Prix, and Intrigue share the same chassis and many other parts, I assume you will have a similar design). Then, instead of the $17 apiece price for OEM "higher wattage, higher candlepower" bulb (as the dealer'* parts guy told me), I've successfully run 3157NA (3157 Natural Amber) Sylvania and GE bulbs for about ten years (and over 150,000 miles) with the replacement sockets.
Your mileage may vary, of course. I've replaced a few bulbs over that time, but I have been averaging 3-5 years a bulb, which I would assume is average or better-than-average lifespan for a bulb that runs the high filament as DRL and turn signal. I don't personally use bulb grease, never have in 18 years of car ownership, but it wouldn't hurt. I'm not against it, I just don't want bulbs to be slimy.