On my 94 F150, the headlights stay on all the time. I have to disconnect the battery to shut them off. I tried a new headlight switch, a new multifunction switch and looked for shorts but still no luck. Any Ideas? Thanks.

 

Definately sounds like a short to power... Look for wires melted together and if none appear, try disconnecting the headlamp switch to see if the headlamps stay on.
If they do then you got a short to power on the red and yellow striped wire at the headlamp switch connector..

Good Luck and keep me posted!!

FordMasterTech