I had this problem. It ended up being a short between my ignition and the fusebox. What happened was I had a hose clamp rub through the harness that goes underneath the top of the radiator support.
Check the wiring under your fender first. Mine was fine, so what I did to find the short easier instead of unwrapping the entire harness was I went to about the middle of the fuse box and igntion switch, so for me it was the fender area, and cut the red/black main ignition wire. Then I took my multimeter and saw that I still had current coming from the fusebox, so I knew the short wasn't underneath my dash/on that side of the harness. Then I unwrapped it from there. Good luck!
Oh, also I've heard of the bulb check relays 'sticking.'