With the myriad of threads on this topic out there and so many suggestions, some good some / off the wall.
Can we put together a definitive ck list for those ( including myself today, Ugh ! ) in need of troubleshooting this problem.
Let's keep it to the point and in a logical order.

I'll start with what I've done already, simple first :

1. Check Fuses in both under dash and hood Fuse panels.

2. Ck connector at Headlight switch and switch itself.
( mine had a charred terminal in the connector ).

3. Replace Headlight switch.....

Did you check ALL fuses under the dash? This happened to me a while ago and it was the "Dome" fuse.

As a side note, if you wire up the instument light circuit to an aftermarket stereo it will cause the fuse to blow for the dash lights and running lights.

Why not use the existing factory wiring w/ connector adapter for this ?

After pulling the entire dash which allowed more room to see, the headlight switch was more easily accessible. Also one can see whether there are loose wires connectors etc within the dash wiring.
I recommend this and it only takes 5 more minutes to take apart. Also one can replace burnt out bulbs if needed.

I found numerous connectors just hanging out with no mate for it to be plugged into, but that's another thread.

Where did this "all connectors have to be plugged into something" idea originate? I have been fooling around with vehicles a loooong time and it's just never bothered me for some reason.

BTW: Even if you use a harness adapter to hook up the headunit if you try to wire in the dimmer, pop goes the fuse.