Do light bulbs last longer if you always leave them on instead of turning them off when not needed?

They might not last longer, but the theory is; like ANY electrical/electronic device, when you turn it on & off, there is current surging through it (causing a rapid change in heat & density). This causes the device to change states very rapidly, analogous to playing on a see-saw, pressure (in the form of electricity) is being applied and then taken away very quickly. The see-saw will fatigue and fail quicker than if it were always at rest.