That is a very useful diagnostic tool. Here is what to look for.
Find the brake switch (after wiring up the above mentioned diagnostic tool) And make sure when you press the brake pedal the light lights brightly.
Now find the brake switch and pull off the load side wiring to this switch. Use your voltmeter or test light to find the hot side and the load side.. This is provided the brake switch actually switches + 12 volts and not actually switches ground and the +12 goes to the lamps first.
But say it does switch the +12 volts:. Now with the load wiring and bulbs pulled off press the brake switch, and I bet the diagnostic tool lamp will not illuminate.
Hmmmm What could it be. Well it could be the load wiring rubbed thru the insulation. or it could be a defective socket, or even a defective bulb.. Yes there is such a thing as a shorted bulb. corroded shorted socket. or shorted to frame (negative side of battery of course) wiring.. just gotta eliminate each one. Like beenthere said, with his diagnostic tool idea.. sure beats buying and blowing a handful of fuses.