Thanks for the update...
I checked the fuses and fuse 8 was blown (LH lights). I took the Sony stereo out that I had installed and my lights worked once more, however when I connected the stereo back up, the fuse again blew straight away.
Unfortunately, the previous owner had cut the ISO connectors from the wires presented to the stereo, so I've had to wire my Sony stereo in exactly the same way as the stereo I took out, using that as a template.
I'm guessing that I've maybe used the illumination from the dashboard to illuminate the Sony stereo when I don't need to - the Sony stereo has its own illumination?
I'm stumped as to what colour wire this is - if anyone can tell me that'd be great.
PS. Fuse 8 controls speedometer/rev counter illumination, lights the heater controls, the clock, the oil gauge and the rear left external main light - has someone messed about with the wiring on my car?