Usually it's just the bulb.
If you have a voltmeter, you can pull the bulb and turn on the lights and check for power accross the contacts, or try to ohm out the new bulb and see if maybe you got a bad bulb.

Gilly

__________________
Click here to see the items I have up for auction at EBay

Click here to see a photo album of my '62 Sprite Project Moneypit (Now Sold)