Tail Light problems of the 2000 Mercedes Benz E Class

I bought a used Mercedes Benz e320 in July 2004. I have had to replace the headlights and brake lights several times. I have also had the fuses replaced. For some reason, the lights keep going out. I don't know if this a fuse problem or if there is something wrong with electrical system. I believe this should be checked out. I have spoken to several other people with the same model. . . They stated that they had the same problem, but they have never done anything about it. Please check into this. It has never caused any accidents. However, it is annoying and drains your pockets.