Troubleshooting electrical issues on modern cars can be a time consuming affair, and the best way is to have the electrical diagram from the FSM, and some basic tools such as a VOM or at least a test light. The FSM has 9 pages of information, just on the interior lights alone!
I'd start by re-checking fuse 35. There should be 12+volts on both sides of this fuse. Then I'd check fuses 33, 3, 27 and 28, which are of lesser importance. If any of the fuses are blown, then there may be a short (to ground) in the wiring. If the you are certain that the fuses are good, then there is likely an open ground, which could be caused by a bad or disconnected connector. Both the door switches and the instrument panel switch complete the ground to "turn on the lights".