Ok this is what i have , 98 f3 we went out for a quick ride and all of the sudden just the head lights stop working.
took it apart and check to see if the plug that connects to the bulb was getting power.. no luck.. eberything ealse works, signals,rear lights, cluster ...just the head lights... when turning on the HI beam the indactor on the cluster does not get on.

any ideas?anyone?

 

I had a similar problem last week. Only my right turn signal stopped working. I checked everything turned out it was the switch. Also did you check for power at the relay?

 

Did you check the fuse? Sounds stupid, but you didnt mention it so I wanted to check. I lost all my auxillary lighting, gauges, basically everything except the headlight and found a busted fuse, and I noticed that the headlight is on its own fuse, atleast I think I remember it being that way. Check that if you havent already