My lights won't come on in my 99 Honda Accord?

I just got this car a few weeks ago and all the interior lights did not work. Come to find out they didn't have bulbs… Well I order some and put them in and it still does not work. We'll I'm driving one night and my friend opens up the mirror and the light comes on! So only when my head lights are on is when my sun visor lights come on. But the rest of them still do not come on. Please let me know what you guys think about this.

Missing the bulbs, odd. I think they took them out due to electrical problems. If something would not turn off they would just pull the bulb.
You will need to evaluate the electrical systems.
Note if your battery is dead then you may have a parasitic drain, ie something draws power when the car is off.

It might be the ignition switch.
Start by inspecting the wiring under the hood.

That is odd. The dome light is a three position switch. On when the door is closed, on when the door is open or off all the time. The mirror lights are only on when as you say the headlight switch is. The reader lights should come on when you push on them. Have you checked the fuse? #11 passenger side box