There was a recall several years back on the headlight switch.  The wiring
used was too small, and caused the wiring to overheat, and melt the
connector on the back of the switch.  If you haven't had this recall applied
to your truck, I'd be very suspect of the switch.  I own a '95 3500, and had
this happen to me.

Remove your dash bezel - if you have an automatic, set the parking brake,
and shift the transmission into '1' (get the shifter out of the way).  Tile
the steering wheel all the way down if you have a tilt column.  Remove the
ashtray, and remove the two screws on either side of the opening.  Pull open
the cupholders, and remove the two screws holding that in place.  Remove the
cupholder assembly, then remove the dash bezel.  Be careful of the wiring to
the cigarette lighter and accessory outlets.  Either disconnect these, or
just flip the bezel out of the way.

Now remove the screws holding the headlamp switch in.  Pull the switch out,
and look at the connector and wiring.  If anything looks bad (ie. melted),
you'll need a new switch.  Before purchasing one, take your VIN# to your
local Dodge dealer, and have them check and see if recall #819 (note that
this only applies to 3500's - if you have a 2500, you're on your own).  If
you do have a 3500, and this recall was not applied, you can get the switch
replaced under this recall for free (recalls are performed regardless of
warranty status).

See http://www.dodgeram.info/tsb/recalls/819.htm for details

Randall,

Did you check all your fuses?  Do you have aftermarket emergency
flashers?  The former should be checked first and the latter can blow
fuses all over the place if not properly installed.  Learned this the
hard way.

Randolf