Many drivers notice a failed bulb only when someone else points it out or when inspection reveals it. In reality, most lights can be checked alone quite easily if you do it with a little structure instead of randomly.
The easiest method is to park facing a wall, garage door or another surface that reflects the lights back. That lets you see the behavior of the front and rear lights much more clearly than simply walking away from the car.
Check low beams, high beams, indicators, brake lights, number plate lights and reverse lights separately. For some of them it helps to let your phone record video or to use reflections from windows and nearby surfaces instead of running around constantly.
Do not look only at whether a light turns on. Also pay attention to whether both sides are equally bright, whether the indicators flash at a normal pace and whether the lens itself is clean and intact. Sometimes the problem is not the bulb but moisture, poor contact or a dull lens.
If something does not work, either fix it right away or at least note it down. Small electrical issues are easy to forget precisely because the car may continue to drive normally otherwise.
This is a typical five-minute check that gives a lot back. Good visibility to other road users and the peace of mind of knowing the car is legal are worth much more than the tiny amount of time it takes.