Lowgolf, the switches shouldn't glow with the keys out of the ignition, do glow when in (regardless of if lights are on), indicates a problem possibly at the ignition barrel, or maybe just wiried wrong.
Ciaran, if one light glows and the other doesn't probably a blown bulb in the one that doesn't when you switch them round you should be able to see for sure.
Fuses are inline thermal AFAIK.