No, it's just basic troubleshooting. If a new/known good bulb doesn't work, then there's another problem. If it *does* fix it, then it was a simple, cheap, easy fix. It's possible that that one bulb is out, and the others went out for a completely unrelated reason.
Basics - always gotta start with the basics. Too many times I've gone waaay down the t-shooting path and then realize I didn't check something basic/simple.
Also (as you mentioned) check your fuses. Again, a basic thing. Verify the fuses aren't blown. If they aren't, check to see if you're getting power to the fuses with a voltmeter.