^ I was gonna say the same thing about the headlight switch. If that doesn't work, it could be the switch itself. We had a 99 in the shop about a week ago and the lights wouldn't go off no matter what you did, ended up being the dimmer switch I believe
Each door has a button that is pressed in when the door closes. These buttons turn the light on when the door is opened. It is not impossible that one of these has failed in such a manner as to make the light stay on. Try removing and disconnecting these switches one at a time and see if that does it.