I would say to start with the basics,
1) Battery -is it dead? are the connections clean and tight? Harnesses plugged in?
2) Power to ignition switch? Fuse blown? wire in the wrong spot?
3) Ground screw left loose? something common between ignition and headlight circuit?
4) Still can't find it...trade her in....
If you dont already have a manual downloaded, follow the link. There is a great flow chart that will take you thru the testing procedures. If you still can't find it, just e-mail me and we can go step by step still it runs like new! Remember, small steps lead to big finishes so dont tear into too much at once. Best of luck in your search, Chris.
P.S. What year is your TW? '01 and newer needs the supplement manual as the electrical is different.