My headlight switch also does not light up. I haven't felt the need to pull the switch to try it. All of the other dashboard switches use the Radio shack bulb Klaus mentioned, perhaps the same applies for that one?

If one of the cluster lights is out, replace all four. I replaced one and was removing the cluster again a short time later. Apparently all the jostling while doing the job has a negative effect on the bulbs.

The radio bulbs are the only tricky bit of the job. Bring the radio inside (be sure to have the code handy) and lay it out on the kitchen table. Best to have a small sharp knife (Exacto) on hand to extract the bulbs from their holders.

-Will