Bust out a multimeter and actually check for voltage at the taillight plug. Black is ground for everything, Dk Green is right turn, Yellow is Left turn, Light Green is reverse. If you have power at the taillight connector, but the light isn't working, then you know the light is the issue. There are connectors at the lights, at the bumper before it heads down the drivers side frame rail, and in the engine compartment. If no power at the taillight plug, start working your way forward.
If you don't have a multimeter and don't want to buy one, just get yourself a cheap harbor freight dummy light and do the same thing. Just make sure you are checking through the same ground the light would be using and not direct to a good ground on the chassis.