Now, guaranteed when I post this, I am going to search for "Candy" or "Magic" or even "Cute Puppy dogs" and the answer will pop up. Not that I search for any of those things. But, that seems to be my luck when it comes to issues like this.
I searched high and low (Ha, pun I guess.) for the answer to this and came up with answers like "Headlight switch". Well, I changed that. (I have a parts Jeep, so it didn't cost me anything.) Nothing.
The switch for high beams that is attached to the left side of the steering column under the dash. (Unplugged, cleaned, re-seated, unplugged again, felt it up, no bent prongs, re-seated, again, again, again.)
Wiring under the dash looks good for a 17 year old vehicle that sad outside and was ignored for the last 6 years.
There symptoms are, as the subject shows: no headlights. (No low beams, no high beams and no daytime running lights.) I have brake lights, park lights, signals front and rear. Everything except for the headlights work fine. I also have the High Beam indicator light constantly on, regardless of whether my lights are on or off.
The answer to this, for me, are the grounds at the headlight bulb. Both the female (wiring harness side) three pronged connectors where corroded and bent and neither headlight (My luck of course.) was completing a circuit. I bent and cleaned the connection inside the female plug and it's a temp fix. If I wobble it, the lights will turn on and off. Tomorrow, or whenever it starts raining, I am going to go to Part Source and purchase some new plugs and put them on.
To add, there is also a ground wire that screws directly into the front grill/radiator support on left side of the drivers side headlight and on the right side of the passenger side headlight, if you are having this problem and the connector plugs aren't the answer, I would check those too.
I spelled out this thread so that anyone searching, no matter what their capabilities are for electrical, (By the way, I absolutely hate electrical.) could find it easy to fix as there were dozens of questions regarding this exact situation on the web and no answers to it.