Fog lights not coming on. What to do?

96 XJ, and my OEM fog lights were just almost rusted off when I got her a couple years ago, so I just now get the chance to replace both of em brand new, and now when I hit the switch they don't come on. I never saw the old ones come on either. Only hint now is that the little light on the fog light switch in the cabin doesn't come on when it's flipped; so, I'm guessing the problem probably isn't at the lights themselves, although I didn't test them before they went in. All fuses look good.

Any advice on where to look next?

Wiring?

the switch itself could be bad. with all the rust it could have had a short.

Thanks dj. I've tried em in both hi and low beam and nothing happens. Been given advice to check switch itself and the relay.

My switch was a little melted inside and the spring was worn out, I took the switch out and pulled it apart and stretched the spring back out and it's worked ever since.