while what your saying about the light meaning power is a very logical assumption would you beleive it isnt the case?
The light comes off the same circuit as the rest of the dash lights and hence can be on when your fuse for the actual socket is poped. Okay now for starters check the fuse pannel thats in the right kick panel and see if its blown. You could also poke your cigarete socket with a test light or screwdriver.