A few months ago, the "Lamp Out" indicator would show maybe once out of every 20-30 starts, with my driver side headlamp out. I dedicated it wasn't the bulb but an electrical problem because the issue was very intermitted, and the bulb did work when the lamp out light decided not to come on. Then it was come on more and more frequently, to the point that I could expect it to always come on. I took it to a full care service shop. They fixed the issue completely for about 2 weeks, costing me $150 for a new multi-function switch plus $150 for labor (diagnosis and installation took 2.5 hours). I was very happy for 2 weeks, then the lamp out light come on once, and this time it was the passenger side headlamp that as out! The issue started and ended just like the first, being very unfrequent to becoming what it is now, a 100%-of-the-time problem. What to do!? They are aftermarket headlamps, but I think the only difference is that they are darkened, other than that the style and design is completely the same. I got these new headlights about 1 year ago. I already said the stock ones so it's not like I can try them.
If you want/can do any research or this relates any way, they are the dark headlights from X3 Racing for a 2004 Dodge Ram (I don't remember what the range was, like '03 - '06, whatever the style was of 2004).
I'm going to pull the negative wire from the battery and see what happens. All the other lights are stock. I do have a sound system - Kenwood head unit w/USB, 250W Rockford-Fosgate Amp, 2 10" R. Fosgate Punch P1 subs (about 2 years old), and aftermarket Infinity Kappa 52.9i 5.25" speakers that I just installed the 27th of December. I always have the volume turned down when I start the truck, as the pros that installed it said a capacitor would be a waste of money.

 

Also, I couldn't get the battery clamp off the negative terminal. Any tricks I should know? It's been about 0 deg. F here so I figure that doesn't help.

 

04's have a bad problem with the lamp out indicators. When it gets cold outside and a little wet, mine will act funny here and there. It has to do with the taillight ballast being tempermental. I would say, go to Kragen get you some electra clean and dielectrical grease, and spend about and hour and a half pulling aprt your tailights and cleaning and blowing out everything.

Last time I did that it seemed to work pretty well. I have had it ding on me once since then, for about 20 seconds. Knock on wood...