The cornering lights I'm on about are the ones inside of the headlight unit itself - but I think I've seen others use a front fog maybe?
Anyway, on the Xenon based headlights, the cornering bulb blows rather more often that you expect. In the 3 years and ~75k I did in my last GTD, I had those bulbs go twice (you get one pop then the other a week later!). Considering that I didn't replace any other bulb in the car in 3 years, I consider that a problem.