If you're certain the headlight fuses are all good, you could have fried the "bulb out" relay. That's a big red thing in your fuse box. All the light circuits go through it. Usually it's the brake lights that go out, but the headlights can have a similar problem. You can snag one at a junkyard, or pull yours and look for burnt solder joints in it. They just plug in, but you'll need to remove your coin tray/cig lighter or, if you have the factory equalizer, remove that to get at it. Plenty of access info in the 700/900FAQ.
Good luck!
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Rob Bareiss, New London CT ::: 86 244DL, 87 244DL, 88 744GLE, 91 244: 808K total