My left headlight (i have HID's) would sometimes not come on when i turned on my lights, by sometimes i mean maybe three or four times over a six month period. if I shut the lights off then turned them back on, the light would come on. told the dealer about it during a visit, they couldn't find anything wrong so they replaced the bulb, and it hasn't done it since. I haven't put a lot of miles on it since then so i'm not 100% sure it's fixed but it seems like it is.
hope that helps