Yeah, I was actually talking about the headlight switch. Agreed, I'd check all the fuses and such before you tear anything else apart... but it wouldn't be the first time I've changed a headlight switch and installed another bad one, lol! Talk about throwing wrenches, LOL!
I wouldn't think that the switch in the column would make a difference. In my experience when changing those out, I've only seen them affect the turn signals and emergency flashers - unless of course the flasher got stuck on the "on" position". I've never seen that, but I'm sure it's a possibility, which brings me to my next point...
Check your flashers. There are two flasher fuses... they are cheap to replace and relatively easy to get to. The one flasher fuse is on the fuse box - easy. The other is up in the dash and you have to feel for it. It's up near the headlight switch. I've seen those malfuntion and leave the lights on rather than off.
Also, did you recently install LED's anywhere? Those sometimes will work just fine for awhile and then all of the sudden get stuck "on" because they use les power and they won't allow the flashers to flash - because they are based on voltage coming through them that make them pop on and off similar to how a fuse would work.
That turn signal switch is realy easy to replace under the column as well and it's a fairly inexpensive part... I'd just replace it and the flasher fuses and see what happens. The switch and the fises together won;t be over $25 and even if it doesn't fix the problem, you at least have it narrowed down and it's one less thing to replace later. If you've already replaced the headlight switch in the dash, and you replace the stuff I mentioned - then you KNOW it's in the wiring somewheres.
Good luck man and let us know how it works out!