modelling bulbs die pretty regularly too, if lights get moved about quite a bit. Buy them cheap off ebay or similar.
edit: not too much. the '250w' refers to watt-seconds, so each flash gives out (at full power) the equivalent of 250w for 1 second. This means that in the cost of 1 unit of electricity (which is what you are billed in terms of, it is 1 hour's usage of 1000W load.), you get 4 * 3600 flashes.
This is a very, very crude estimation, almost certainly several orders of magnitude out, as it is not taking into account inefficiencies, lost power, modelling lamps etc. Some modelling lamps are 250w continuous bulbs - running these over a long period of time will cost more, running 1 250w lamp for 4 hours = 1 unit of electricity.