Ensure your chandelier's wall switch is turned on.
Ensure the circuit serving your chandelier's power hasn't tripped: Check the switches in your circuit breaker box to ensure the one powering the chandelier is still in the on position. Flip it off and then back on to be sure.
Replace the bulbs in your incandescent chandelier. You really do get what you pay for when it comes to incandescent bulbs. If you buy yours from discount stores, don't expect them to last a long time. Screw your bulbs in securely and make sure their contacts are properly connected. You may need to replace your chandelier's sockets if they are very worn.
Check the voltage of the sockets in your ceiling chandelier. If the voltage is too high, it will blow your bulbs. Buy incandescent bulbs that are designed for use on higher-voltage circuits, or contact your power firm about your excessive line voltage if you find a problem.
Consider the standard life span of the incandescent bulbs you're using. If you're using bulbs that have a 500-hour life span and you leave them on for 24 hours a day, you can expect them to die in less than three weeks.