LST for what it's worth:
A long time ago an X10 employee told me that Phillips brand bulb has better filament support so are less likely to generate the high inductive kick when the filament fails (that bright blue flash and "tink" sound when the bulb burns out). That flash is what causes the Socket Rocket to fail (usually in the ON state). Also you could try a "Rough Service" style bulb which generally has strong filament support. Also my personal experience with halogen bulbs is when they burn out, it tends to be a "slow" burn out with out the bright flash, so the Socket Rocket may withstand a halogen burnout. Also the Socket Rocket should play nice with either CFL or LED bulbs, which do not "burn out" and fail in the conventional sense. If you switch to CFL or LED I would recommend the dimmable variety, even though the Socket Rocket can not dim. The dimmable bulb will be more tolerant of the slight distortion of the AC power that the Socket Rocket injects when on.
Both Brian H and I have technical backgrounds and have tried to replace the "triac" (the part that fails) in the Socket Rocket. It is a small bodied part, not readily available (like at Radio Shack). Additionally the Socket Rocket has three small circuit boards crammed in to the small housing. Once those three boards come out, putting them back after repair is the proverbial five pounds in a three pound bag. I don't know if Brian got his to work, but I gave up trying to jam mine back together without everything shorting out.
If me, I would get a new Socket Rocket and use an LED bulb rather than incandescent. Good luck.