2002 Yukon XL - No Headlights

Check to make sure all bulbs are lighted and none are burned out, Check all light side, parking, brake, turn signal, headlight, bright and dim, interior lights, fog lights. 4-way flashers

change your internal dash bulb ,,it is behind your dash panel ,,should be easy to get to ..if that does not work have autozone read your electrical free and they will save you the headache

may be a relay or fuse or a faulty switch

If you can verify current going out of the main dash switch towards the headlamps, then I would go relay hunting. My guess is the switch, since the brights and fog lamps work on demand (dimmer switch pulled).

bad headlight switch

The fog lights on most vehicles sit directly underneath the headlight bulbs. The ballast and wiring work just like the headlights, so changing them takes not much time. The procedure to change the fog light is as follows:-- 1) Open the hood and reach down underneath the headlights to unplug the electrical plug from the fog light assembly. Squeeze the top of the release tab and pull the connection off the bulb's ballast. 2)Turn the fog light counterclockwise to remove it from the fog light housing. 3)Install the new fog light bulb.Then connect electrical plugs properly. 4) Test the fog lights by turning it ON. Thanks. you can rate this solution and show your appreciation.

check the head light relay int he engine compartment and the fuse to, if both these are OK then the switch is defective, the switch draws high amperage when operating the fog lamps and head lights. Buy the GM or Del-co switch. you can go to this web site to get recall info on this car as well they list parts prices as well.
http://shop.advanceautoparts.com/webapp/wcs/stores/servlet/subcategory_Lighting_-49997541_-49997588_10151_10051_-1___#storeId=10151&langId=-1&catalogId=10051&categoryId=-49997541&searchTerm=&pageId=ajaxPartList&category=&keywords=Lighting&l1_categoryId=&l2_categoryId=-49997588*-49997541&partType=&facetFields=mfrName_exact%2CpriceBucket%2Cclearance%2Csale%2C&beginIndex=0&filterValue=part_type%3A%22Accessories*Lighting*Driving+Light+-+Universal%22%7CAccessories*Lighting*Driving+Light+-+Universal&sortBy=0&pageSize=20&filters=part_type%3AAccessories*Lighting*Driving+Light+-+Universal

Check at the headlight sockets for a bad ground.

Sounds like the head light relay is bad . Have you ever checked the headlight bulbs?