Hope that hot element didn't land on the roof of your ride!
We had a Metal Halide lamp blow out in one of our warehouses a while back. The hot element landed on some paper products and if it hadn't have been for the sprinkler system and some quick work by the fire department, it would have burnt half the warehouse down.
I used to use the "rough service" bulbs with the coating on them. They were rough to the touch, like they were coated with some type of plastic. If they broke, the glass stayed there. Haven't seen them for a while, but guess they are still available somewhere. Alot of the RS bulbs appear to just have stronger elements to keep them from blowing out like a candle.