Maine might be one place where DRLs make sense also. The laws here require the use of headlights when it precipitates enough to warrent windshield wiper use, yet this law is flagrently ignored, and in heavy rains, it can be quite dangerous.
I had similar issues of "are the lights really on?" with my 02 WRX, but I still think DRLs are a good idea, at least in Maine (never really gets bright, even at noon in winter.) 4 years and 60K miles on the 02 WRX without any bulb issues, FWIW.