I have a 1998 Discovery I. The check engine light doesn't come on when the ignition switch is turned on. The bulb checked good but I swapped it with a working one anyway, still doesn't come on. Where would I begin.

 

Start in on a cold beer and hope it never does! Or get a OBDII reader if you have concerns.

 

lucky you! are bragging?

 

What they mean is that your code reader will show a flag for "MIL Status" (malfunction indicator lamp). If on, then light should be on. Some previous owners go to great lengths to eliminate the connection for this lamp, paint over it, duct tape, or cardboard wedged in the dash cluster. A regular code scanner or an ultra gauge can read the codes (if any) and display them for you. Ultra Gauge is about $70 and will also display things like coolant temp better than the stock gauge. You can also have codes read for free at many auto parts stores, and some loan/rent code readers.

In the pix notice the text for MIL status. Then look at coolant temp. Then look at gauge. See why the Ultra Gauge is popular? UltraGauge Automotive Information Center and OBDII Scan Tool

Also check fuse 14 under the dash.

 

So you checked the bulb and its good. Did you check the socket for power while you were in there? The CEL is supposed to illuminate briefly upon start up. Could be there's no power to the bulb socket. Anyways, I'd start there and work backwards.

 

If I only had this problem.....

 

I went back and checked the voltage as fishEH suggested and there was voltage so I tried a few more working bulbs with no luck. Then I remembered what Savannah Buzz said "Some previous owners go to great lengths to eliminate the connection for this lamp, paint over it, duct tape, or cardboard wedged in the dash cluster" so I removed the bulb and placed a flashlight behind. Behold no illumination. I didn't have time to dismantle the dash further but when I do I expect to find some type of obstruction. Probably placed there by the same person that gaped the plugs at .070
As far as the code reader goes I bought an Equus 3100 a couple of days ago. I will probably return it and get something with more real time functions. I would like to find something that reads fuel temp and pressure but will probably be limited by the vehicles own ecm. I am looking into the Ultra Gauge as Savannah suggested but their website doesn't show anything for the 4.0L engine just the 3.9L so far.
Thanks guys, I was stumped but you set me back on track.