I have gone almost entirely to LED bulbs. I do seem to see more failure than should be expected from this technology but what can I expect from cheap costco LED bulbs? LEDs are very sensitive to heat and if they aren't regulated effectively or cooled well then their lifespan is going to shorten significantly.

LED's  are basically a diode that emits photons.
When you exceed a certain forward voltage and can supply
sufficient current when the diode starts to conduct, you get light.
Once a Diode conducts it is essentially a "Short",
with a 0.3 to 0.6 volt drop.
In the DC world  there is a resistor to limit the current
flowing thorough the LED  or it will become a DED, Dark Emitting Diode.
For AC a capacitor is used as a current
limiting device and they toss in a current limiter for start up
as a capacitor initially looks like a short. ELI the ICE man.
An LED is a current device, regulate the current and you
regulate the brightness, because once you exceed the
forward voltage,  it is ON.
Most the heat is caused by this regulation. Not the LED.

LED's  are basically a diode that emits photons.
When you exceed a certain forward voltage and can supply
sufficient current when the diode starts to conduct, you get light.
Once a Diode conducts it is essentially a "Short",
with a 0.3 to 0.6 volt drop.
In the DC world  there is a resistor to limit the current
flowing thorough the LED  or it will become a DED, Dark Emitting Diode.
For AC a capacitor is used as a current
limiting device and they toss in a current limiter for start up
as a capacitor initially looks like a short. ELI the ICE man.
An LED is a current device, regulate the current and you
regulate the brightness, because once you exceed the
forward voltage,  it is ON.
Most the heat is caused by this regulation. Not the LED.

This is why I normally recommend buying an LED light with the fixture as a kit.  You normally can trust they will be compatible, and any problems can be addressed to just one retailer or manufacturer.  If you use brand X fixtures and brand Y bulbs, the finger pointing back and forth will leave you having to buy replacements.

I don't know what bulbs you bought, but I've had zero failures from all my LEDs.  That includes tube replacements, total replacement fixtures for tube bulbs, recessed lighting, screw-type replacements for incandescent/CFL bulbs, and so on.

LEDs run MUCH cooler than CFLs did.  Having said that, too much heat can be a problem, but it's usually a problem with the fixture. 

1)  If the fixture is a closed design, it might not have proper ventilation for LED bulbs of any size/wattage.

2)  Check that the bulb does not use more power than the fixture is designed for.  A too-bright bulb may produce too much heat in that fixture, damaging the bulb.

https://www.hykolity.com/pages/can-led-lights-overheat

http://www.eiwellspring.org/offgrid/ProtectLEDlamps.htm

https://www.thelightbulb.co.uk/resources/5-reasons-why-my-led-light-bulbs-arent-lasting/

A few of the failures were probably fixture related. Bulbs inside enclosed areas

One of them was a light fixture without a bulb but LEDs wired onto the base. Bought 5 of them and 1 failed. Costco has a good return policy though so that was fine.

LED's  are basically a diode that emits photons.
When you exceed a certain forward voltage and can supply
sufficient current when the diode starts to conduct, you get light.
Once a Diode conducts it is essentially a "Short",
with a 0.3 to 0.6 volt drop.
In the DC world  there is a resistor to limit the current
flowing thorough the LED  or it will become a DED, Dark Emitting Diode.
For AC a capacitor is used as a current
limiting device and they toss in a current limiter for start up
as a capacitor initially looks like a short. ELI the ICE man.
An LED is a current device, regulate the current and you
regulate the brightness, because once you exceed the
forward voltage,  it is ON.
Most the heat is caused by this regulation. Not the LED.

I don't know how much heat the regulation produces but the LED chip itself does produce a fair amount of heat, especially the higher power ones. Even if you put the regulator somewhere else, the higher power LEDs still need to be placed ona  heat sink.

https://www.ledsmagazine.com/leds-ssl-design/thermal/article/16696536/fact-or-fiction-leds-dont-produce-heat

A few of the failures were probably fixture related. Bulbs inside enclosed areas

One of them was a light fixture without a bulb but LEDs wired onto the base. Bought 5 of them and 1 failed. Costco has a good return policy though so that was fine.

Hawaii Energy runs rebate programs and purchase promos all the time.

Right now, they have an Ace Hardware bulb exchange.  Take in a halogen or incandescent bulb, and exchange it for an LED bulb FREE!  Or, you can buy LED bulbs without an exchange -- 2 pack for $1.   Up to 30 bulbs exchanged, or 15 2pks of bulbs at $1 each.

What I take advantage of is the TechniArt online purchase deals.  Right now, you can get all kinds of bulbs, power strips, water saving devices and other energy saving products at CHEAP prices.  The current promo kit from TechniArt has 4 @ 60W equivalent LED bulbs (2x2700K and 2x5700K warmth), 1 kitchen faucet aerator (reduces water flow), i TrickleStar power switch (plug in a device, and use the switch to turn on/off -- for devices that might be always on otherwise, such as a gaming console -- and 2 bathroom aerators.  The whole kit is $5 with free shipping.  That's just $1 more than 4 bulbs would cost in the Ace hardware deal, plus you get a switch and 3 aerators.

I usually wait until the kit includes a smart strip -- plug a "master" device in an outlet on the strip, and "slave" devices in the other "switched" outlets.  When the master device is turned on or off, the slave devices are also powered up/down.  There are also "always on" outlets for always on devices, like a clock.  Those kits are usually $10 or $15, but come with bulbs and other goodies, too.

I've not had to buy LED bulbs in stores for awhile since getting these kits.   The floodlight bulbs came in handy when I swapped out the old bulbs from can style track lighting upstairs. 

Get on their mailing list, and you'll be notified when new kits are available.

https://hawaiienergy.com/for-homes/promotions

https://www.techniart.us/hawaiienergy-promo/

Hawaii Energy runs rebate programs and purchase promos all the time.

Right now, they have an Ace Hardware bulb exchange.  Take in a halogen or incandescent bulb, and exchange it for an LED bulb FREE!  Or, you can buy LED bulbs without an exchange -- 2 pack for $1.   Up to 30 bulbs exchanged, or 15 2pks of bulbs at $1 each.

What I take advantage of is the TechniArt online purchase deals.  Right now, you can get all kinds of bulbs, power strips, water saving devices and other energy saving products at CHEAP prices.  The current promo kit from TechniArt has 4 @ 60W equivalent LED bulbs (2x2700K and 2x5700K warmth), 1 kitchen faucet aerator (reduces water flow), i TrickleStar power switch (plug in a device, and use the switch to turn on/off -- for devices that might be always on otherwise, such as a gaming console -- and 2 bathroom aerators.  The whole kit is $5 with free shipping.  That's just $1 more than 4 bulbs would cost in the Ace hardware deal, plus you get a switch and 3 aerators.

I usually wait until the kit includes a smart strip -- plug a "master" device in an outlet on the strip, and "slave" devices in the other "switched" outlets.  When the master device is turned on or off, the slave devices are also powered up/down.  There are also "always on" outlets for always on devices, like a clock.  Those kits are usually $10 or $15, but come with bulbs and other goodies, too.

I've not had to buy LED bulbs in stores for awhile since getting these kits.   The floodlight bulbs came in handy when I swapped out the old bulbs from can style track lighting upstairs. 

Get on their mailing list, and you'll be notified when new kits are available.

https://hawaiienergy.com/for-homes/promotions

https://www.techniart.us/hawaiienergy-promo/

I have even made my own LED lighting before. Bought LED strip lighting then put it on an aluminum strip and connected the power adapter. It was cool for a while but after a year or two the light dimmed significantly. Not sure if that was a heat issue or just that I bought cheap quality LED stripping.

I also used to swap out the LEDs on older flashlights to newer LEDs but I never got real technical and into the power control parts.