I have about 45K on my Connie, and I'm on my fourth headlight bulb. Admittedly, I replaced the stock bulb at the first opportunity (too dim), but keep it as a spare.
So 25K for a headlight bulb certainly sounds about right for replacing. Keep in mind that the vibes that you feel through the bars also add wear and tear to the bulb filaments.
As for the tail lights, check the fuse first, and also check the bulbs. I just replaced both of my tail light bulbs at around 43K. Brake filaments still worked, but running light elements were toast. The good news is the tail light bulbs are standard ones (1157's?), and can easily be found at a reasonable price at any WalMart, parts store, etc..
The J Box certainly deserves attention, but your Connie is still kinda young, so that may not be an issue for you yet. Of course, if the cheaper stuff doesn't solve it, then of course it's on the list of things to check.