2003 Pontiac Sunfire Service Light On: Left Headlight - Hig

Okay here's the problem: today when I started my '03 sunfire I heard a ticking sound and then the 'service' light came on. I got out checked around my car and noticed that my left headlight was out. I tried it on both the low and high beam and neither work. So, I then checked all my fuses, none are burnt out.I immediately assumed that my lights were burnt out so I bought new bulbs came home and put them in. To my surprise this didn't fix the problem. Does anyone have any answers as to what may be the problem/pontential fixes? I'm assuming the dealership will charge a couple of hundred to fix this issue so I would like to try to take it into my own hands if at all possible. Thanks.