Hmmm...I wouldn't plug them both in. Unless the bulb you're using is a heat bulb, and not a light emitting bulb. If it's a light emitting bulb, the purpose of it would probably be to establish a day/night schedule, while the UTH is used to heat the tank. So the bulb should be plugged into a timer, or just turned on and off every 12 hours or so (however long you want your daylight for your gecko).
And yes, turning it on and off will shorten the life of the bulb a bit. But you don't need a UV bulb, and last time I checked, a normal light bulb was around 30 cents at the hardware store. So I wouldn't be concerned about that.
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Blaine
0.0.1 HY/Patternless/Normal Leo (Echo)