Sometimes you open a fixture and wonder if you should replace an incandescent bulb just on general principles.  Generally, the answer is no.  Bulbs are subject to "infant mortality," a small percentage of new bulbs will fail quickly.  Once a bulb has some hours on it, chances are it will accumulate a whole lot more hours before it fails.

However, if the bulb shows signs of old age, by all means swap in a new one.  One sign of old age would be that the cement attaching the bulb to it's base is failing.  If you can wiggle the glass versus the base, put in a new one.    As bulbs age the tungsten filament slowly evaporates and begins to coat the inside of the bulb. This darkens the envelope noticeably as in the bulb on the right side of the picture.  To reach this point takes over a year continuously illuminated at normal voltages.  On a boat, where battery charging voltages get over 14 volts, it can take only a few hundred hours.  That is still a long time on the water for a recreational boat.  When it looks like this, replace it.  Even more important, if the bulb shown no darkening of the envelope, leave it be.  The bulb has safely made it past infant mortality and is just getting into it's prime.

Operated at their rated voltages, these lamp envelopes do not darken with age.  If they are dimmed, the lamp may not reach the temperature required for the halogen cycle to function.  After many hours dimmed, the envelope may darken.  However, briefly returning the lamp to full brightness may clean up the envelope.  If the lamp is operated at higher voltages than rated, which is typical on a boat, there may not be enough halogen in the lamp to return the evaporated tungsten to the filament resulting in dramatically decreased lamp life. 

I have also experienced problems with halogen lamps in damp areas such as engine rooms.  They seem to suffer premature failure due to some kind of failure of the contacts of the lamp socket.  The lamp will look just fine and removing and inserting it may restore operation, but it will not stay lit very long.  Inexpensive light fixtures are almost all manufactured with halogen bulbs recently.  If I need to install more light in an engine room, I install large incandescent lamps in protected fixtures or go to the expense of installing sealed, weatherproof fluorescent fixtures.  I don't find that small 12 volt fluorescent fixtures will handle the temperatures.

The engine compartment on my boat hardly qualifies as a room, but I have installed older, used lighting fixtures with conventional bulbs and they work just fine.  I don't like the prospect of encountering a problem on a night passage and having no lighting in the engine space.  Flashlights don't quite do the job.