This applies to all GM vehicles and even those with GM wiring like the Mazda has - and that have also the "multifunction" turn signal lever - as well as other "partnership" vehicles that share the GM wiring schematic and multifunction turn signal headlight switch. Of course th first thing to check is the fuse if you have no headlights at all. Usually this is 1996 to 2003 GM wiring "based" vehicles in minimum - including step vans and cutaway specialty vehicles based on the GM van or truck chassis.
The tell-tale starting point symptom is that dim or intermittent headlights point to a ground issue. A poor ground can also cause high resistance at the headlight connector resulting in lots of heat - that is enough to melt the connector plug and other connectors plugs. It will show up also at pins 12 and 13 of multifunction switch "grey" connector at the firewall mate plug block. The issue is the headlight will then be grounding through the high beam circuit and that is why the high beam indicator is either on or will be glowing dimly as a precursor to the the head lights failing completely. When they fail they will usually take out - or damage epsecially the left bulb low beam. it may test well and light outside the vehicle but only new bulbs will solve the issue.
It is common that the left bulb will go out first or be very dim as a result also of the right side grounding through it. So, when the left bulb either fails or losses ground completely the right bulb will loose it's ground and also will go out out. Again, the interesting thing was that both bulbs may well test fine and light with 12 volts directly applied to the high or low beam filament..
So, if the headlights both fail together and you have the high-beam indicator on all the time, you may need to replace both the bulbs and fix the grounds. Fixing the ground can often be as easy as unbolting the ground wire where it bolts to the chassis and clean it, put Petroleum Jelly - eg "Vaseline" or a small amount of oil on it and the threads of the bolt to stop corroding or rusting again, and re-attach it tight.
If it is not that then troublshoot the multiunction switch next - and see this website for a good procedure on how to do that => http://troubleshootmyvehicle.com/gm/4.3L-5.0L-5.7L/headlight-dimmer-switch-test-1