I replace my conventional lamps one after the other, when they stop working. Is this the best way to replace them?
That is possible, but that is actually not the best way.
Keep in mind that even if halogen / incandescent bulbs do not break, they consume up to 90% more than the LED alternative. So even if the LEDlamp is more expensive, you get that extra price back.
In addition, low-energy light bulbs on the same circuit sometimes generate power surges, which can cause your LED lights to break.
Finally, there is the view and the unconscious processing of the light. The same light sources, with the same light colors, give your eyes a rest and provide less stress.