2005 Chevy Blazer there!

Do the lights work now or are they still off. Your dash and headlamps are on separate circuits but checking the fuses are a good start. Are there any other electrical issues with your blazer? Do you have a factory or after market radio in it? Any problems with the ignition key (sticks or binds while turning) does wiggleing the key have any affect on your lights?
A few things can cause what you discribe. A failed/failing headlamp switch, short in the lamp or ignition switch wiring or a failing body control module to name a few.
Do a check on fuses, bulbs etc first.
Let me know.
Dan