I have found an automotive test light probe to be indespensible, along with both an analog and digital multimeter. the test light here would be the easiest (have to replace the light bulb if your system is 6 volts). simply clip the alligator clip to ground and the sharp point is meant to pierce the insulation if necessary (or get through rusty contacts).
before i start i check the test light on the battery. that insures that the ground i chose is good and the test light is operational.
check for 12 volts (light on) at the fuse and then at the connection going to the lights when you turn the switch on. no light at fuse plus = no power, no light at other end of fuse = bad fuse / connection, no light at switch output = bad switch (with the switch on, of course), no light at headlight = bad connection in harness, power all the way to the light and still no headlight? = bad headlight bulb OR (very important) bad ground on the light.
for trailer wiring and simple lighting circuits, this inexpensive little tool is unbeatable.
hope that helps.