What Otto said. Also, you can pull the headlight switch and test it. They are prone to fail. I needed to replace mine, as well as the dimmer switch on the floor. Any place in the headlight circuit that has a bad connection can be the issue. Start with the easy stuff, like at the terminal blocks on the inner fenders. You could jumper between the park light terminal there over to the headlight terminals to check the bulbs, but like Otto said, if the grounds (one screwed to each inner fender) aren't making good connection, the headlights won't work.
