Ugh, yeah, you're fighting an uphill battle. Don't give up though.
First, let me address the bulb situation, which Serra Ava may present more "food for thought". He is a lighting guy, I'm a sound guy. Bulbs at this level probably don't need to be replaced until they burn out. This can be more of a concern on fixtures that use a shutter to block the beam where the bulb stays on the whole time. My Chauvet Q-Spots do this, which means that while I may only use the lights for a total of a couple of hours during a 4-day festival, they are on 14-16 hours a day and sitting around waiting with the bulb on. Better fixtures(in my opinion) will have a dimming option. This non-stop "bulb on" draws power when not needed and provides a more rapid march towards the rated fail time of the bulb. I'm not going to say the bulb-on is a bad design issue, but it's not something I considered when I was buying it, it never occurred to me to check into this. Overall, I'm pleased with this fixture, but I wouldn't buy them again because of the bulb-on issues.
Regardless, I recommend having a spare set of bulbs for all your fixtures if possible(I'm working on this). Things can and will fail at any time. I've had fresh bulbs and old bulb burn out just in the house. Like, we upgraded to those CFL's, and that same night, one of the "fresh out of the box" CFL's failed on us.
I also recommend regular cleaning cycles, even more so if you're using oil-based fog and haze fluids and have smokers as patrons. Even if you don't use fog or haze or don't allow smokers, dust gathers which can make things get dimmer(very slight). Plus, regular maintenance, you should hopefully find problems before they get critical.
Going LED might be a good way to go for multiple reasons: Never having to change the bulbs over the effective lifetime of the fixture, combined with the power savings. If the lights are going to be mounted in an area that's not convenient to access, this could be a good solution. ADJ and Elation provide a very extensive selection of LED fixtures in virtually all types.
I had a recent issue with my Q-spots, which I suspected. It wasn't a big deal, but I had to determine proper orientation of the fixture(which is supposed to be the front, which is supposed to be the back) and proper settings of the pan and title(had to reverse pan) so it would work with MyDMX properly, especially the 3D Visualizer. I rely on the 3D Visualizer to give me a workable model of my show design.
I'd say right now don't focus so much on the fact that you don't have real lights. Focus on getting familiar with the MyDMX application to determine if it's a good purchase. I think you will find it to be very affordable and powerful, especially for light-duty club usage.
Also, the more you use MyDMX, the easier it gets and the more comfortable you'll feel to start branching into other features.