I have a 1999 buick century and I replaced Switch and dimer switch on the steering colom and Light still stay on the dash board what is problem.

Yeah, it is either a bad relay or sometimes cables and wires just move and slightly fall out of position.

You May also have a bad headlight switch

Sounds like you have a bad relay. Not sure witch relay it is. It shouldn't cost you very much to fix it.

I have a 2002 Chevolet Cavalier 2.2L and all of my dash lights(beside the gauges) remain on with the car on and with it off,

With the keys out of the ignition the lights stay on and it drains the battery till its completely dead.

I charge it and same thing happens again.

I'm mind boggled been google searching for over an hour, decided to post. Hopefully all you Car Gurus could help me out.

Thanks for your time.