I have a 7260 - same tractor as you, only manual shift. Nearly 900 hours on it. I have never burnt out any glow plugs, but I do have a problem with mine. They don't always come on when I turn the key that first notch. They do always work when I turn the key all the way over and start the engine turning over.
Your engine and mine are the exact same. If you've burnt out your plugs 5 times, you have to have some sort of fundamental problem. Your problem is definitely not normal. Find a good dealer, and have him run full diags on it. Something is wrong... bad ground, maybe bare wire somewhere, bad ignition switch (?), perhaps you have an electrical component that when heated up has a fault of some kind. I'm not real savvy when it comes to trouble shooting electrical problems. Hope you can find the source of your problems.
Corm