I don't know how applicable this will be for you, but on my '04 (built in
late November '03) the headlight switch has an Off position that is
spring-loaded so when you turn the switch to Off it returns back to Auto.
However, whatever exterior lights happen to be on at the time (either
headlights, marker lights or DRL's) turn completely off when it does.  The
only lights that don't turn off with the switch are the dash lights.  Cycle
the switch back to the Off position (where it will again spring back to the
Auto position) or shutting the truck down and restarting it again turns on
whatever lights were on originally.  I guess this switch design was in
response to the people who for whatever reason wanted to be able to shut off
all exterior lights completely.  Trucks built for different areas, markets,
or countries may not have this feature but you may be able to order this
switch for your '03 (and maybe get the Body Control Module reset for this
switch).  I have found that most of the electrical and electronic functions
of your truck can be altered in the on-board computer's settings, so you
might want to investigate that first before looking for a new switch or
adding something aftermarket.

Cheers - Jonathan

In the older Silverados the head lights would go off if you pressed the
emergency brake even a little bit.