Without actually looking it's difficult to diagnose your troubles but it could be that new sockets for the headlights could be required. If you're OK with a voltmeter, try tracing the power from the stalk, the "not working now" fault could be in that area.
It might be a little counter-intuitive, but try not to use cheap bulbs even though you seem to be replacing them a lot, they won't last like good quality replacements will.
Download a copy of RAVE if you don't already have one, the electrical diagrams are pretty comprehensive.