Originally Posted by onehundred80

Check for power at the socket that is on the headlight, this will isolate the problem to after the socket or before the socket.
It is a tricky plug to get at, so maybe check the power coming out of the headlamp switch is an easier option, it is awkward to get to as well.
Definitely be sure that the fuse in the end of the dash is blown first though.
Check that all the bulbs you are putting in have continuity through the element.