Some bulbs can get expensive. The ones for my Chauvet Intimidator's can run me over $20(I know, no pricing, but I'm paying the stickered cost) each and they break easily. It's not due to the bulbs themselves, but the light fixtures. So, yeah, sticker shock. But I agree with your mentality: Bulbs might be the quickest and cheapest way to get things going. I also agree that you've saved all their lives by getting those "Dead" fixtures down before they actually spark something into ignition.
As far as fog/smoke setting off the alarms, switch to a water-based fluid. Even so, I'm often hestitant with fog/haze/smoke stuff for those same reasons because it could still set off alarms.
Best of luck. Oh, and welcome to the forums. Keep asking and plugging away.