We have a 97 XLT and our headlights started working only intermittently and finally not at all. You could drive at night, however, with the high-beams on. After checking everything (lamps, fuses, etc, etc) I finally found the answer on an Explorer entusiasts website. Turns out that the multi-purpose switch on the steering column went bad and that this is a fairly common problem. Don't, I repeat DON'T, pay a dealer to fix this for you! Go get the part from the dealer, which should cost you around $50-60 bucks. Take off your steering column cover by removing the phillips head screws. You will need to remove your turn signal knob before you can get the cover totally off. You can accomplish this with an adjustable wrench or pliars. Remove the old multi-purpose switch by removing the torx screws. Unplug the two wire harnesses and pitch the switch. Plug in the new switch (this is the trickiest part). Mount to steering column and reassmble the steering column cover (be patient, it will come back together). Re-attach your turn signal knob and VIOLA! Total time (not counting trip to the Ford dealer): 10-15 minutes.

In my post above, I meant to say "tilt adustment lever knob" instead of "turn signal knob"....sorry for the confusion!

Another possible cause for some people will be the headlight control module located in the centre console. The part is about $75.00 CAN. Takes about twenty minutes to change. Cheers