I got a SA dyno last spring. I used my really old filament bulbs, that lasted a few rides, and then burned out from vibration probably. Then I got 4 LEDs from Gentlemen site in Minnieapolis. I put them in 2 front lights and a small old plastic tail light. The front ones were working fine but the rear one died twice before I figured out that they were frying from the heat.
They need lots of ventilation or metal housing to radiate heat. They actually generate the same or more heat than filaments, except it's in the base. So they sure didn't last forever for me.