Are all the effected lights, inside and out, on the same circuit? If yes, there could be a short somewhere.

No, the lights are on different circuits.

I had a similar problem last year. Turns out that is was the cheap bulbs I had used. Using better bulbs (GE) solved the problem.

You might want to look at the wattage on the bulbs you are using in your exterior fixtures, especially if they are completely enclosed. Although usually rated for 60W bulbs, I have found that 40W bulbs work great and they seemed to last longer than 60W as well.