Check the connections at the headlight. I had a similar problem with my 96. One low beam was out, got a new one, but when I went to fix it, the problem was that the plastic connector was cracked and the low beam wire wasn't making that great of a connection. Bent the contact on the headlight a bit, and it made better contact. Also taped up the connector a bit so it held it's shape. Low beam went out again in a few months, same issue, bulb was fine, connection went bad. That time I bent the tab on the light even more and haven't had the problem since.
So what I'm getting at here is that maybe it's the connection at the lights themselves. Check them over and make sure that they are all making good contact. Bent the tabs on the light out a bit so that it's tough to get the connection on....and they'll keep pressure on the contacts so that the connection is good. Use some dielectric there too.
This may not be the case since you've got two at one time, but it's something worth eliminating before pulling more hair out.
