That's a little weird.  I'd first get an ammeter and measure the current
going through the fuse... see if it's within what the manual says it should
be.  

If it is, I'd check the fuse box itself for a corroded connection to the
fuseholder or for a damaged fuseholder.

If it's not, I'd start disconnecting stuff right and left to try and
see where thet current is going.  

You don't have any wacky aftermarket headlight retrofit, do you?
--scott

I would be looking for corrosion which can cause arcing which can
produce melting heat without 'blowing' the fuse.  

I would check the sockets for the fuse first with a strong light.

Second I would be pulling the plug off the headlight switch expecting to
find melt damage there because this connection seems to be the one that
corrodes and causes the melt down trouble on just about every old GM I
have owned and it does the same damn thing on the Jeeps that use that GM
switch.  The last brand new one I put into my Jeep lasted about 6 years
then melted.  It also melts the fuse.

And last the old style floor dimmer switches would corrode causing heat
build up and fuse melt.

Mike
86/00 CJ7 Laredo, 33x9.5 BFG Muds, 'glass nose to tail in '00
88 Cherokee 235 BFG AT's
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