Headlights My brights will turn on but my headlights won't come on.

Might these be "driving lights"?
Cars with "driving lights" have lights that are supposed to stay on all the time the engine is running.
These lights not only look like headlights, in fact some cars even have the headlights themselves come on when the engine is running. Look as some more (several) 2002 Grand Marquis's and see if they are the same.
Be blessed.

battery voltage must be at least 12.4 volts to start. Sound horn and see if loudness is not normal, or switch on headlights and see if brightness is normal

First you have to make sure the bulbs are good, if they are check out good, you need to check the fuses and switch.
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New Slim hid ballast

That is a common problem, the switch needs changing if the high and low beams do work, the only problem is that it's an expensive part to replace, try a local wrecking yard they should have a bunch of suitable replacements at a reduced price.

you may have to replace the wiper/brights switch on the column.

Tallon41

First check the fuse, the clearance lights are not factory in most cases and the wiring gets shorted from poor wiring. Once you replace the fuse see if the lights come on, if the fuse blows right away find the wiring to the clearance lights and disconnect them, if the short goes away it is a I said the wiring is shorted. If you don't have the owner's manual you should be able to download it at the link provided. It should be fuse #10 a 20 AMP in the interior fuse box. http://www.fordservicecontent.com/Ford_Content/catalog/owner_guides/97ecoog1e.pdf

Sounds like a loose connection or a bad ground wire

Turn on your headlights and go check to see how bright they are or if they are on. If they are not on when the headlight switch is pulled then check to see if you have a dead battery or your cables are loose on the battery.

First check the headlight relay by changing it with one of the same number in the fuse panel.If it checks out ok then you have a faulty headlight switch.

It is most likely the multifunction switch ( turn signal switch ) that is faulty ....