1999 Pontiac Sunfire headlights won't work

I have a 1999 Pontiac Sunfire 2.2 liter (SE). The other night my headlights would not come on, the daytime running lights work though. Nither the high beams or low beams will not work although.I checked all the fuses in my dash and the conections to the headlights themselfs. The headlights came on going to work today, but would not turn on coming home though. I was thinking it maybe a headlight relay problem. I just dont know where that is in my car. I was wondering if you could point me in the right direction.