hah, no i really havent had any major problems with mine, just little things get annoying sometimes but i havent had anything major on my 04, did have the trans rebuilt a few months back but thats about it. any other problems that i had with it were user error
im not sure if im understanding you concern correctly though. by brights do you mean your high-beams? without modification you can not have your highs and lows on that the same time, just the way GM did it. the low beams are not part of the accessories that stay on when you shut the truck off but havent opened the door yet so they should turn off when you turn the truck off.
the tilting of the steering wheel causing the lights to shut off still sounds like a failing connection. maybe see if you can follow any wires that come from the steering column to the light switch and if nothing looks bad, then it could be the light switch