To make life as easy as possible, do as Randall suggests. However, begin first by pulling fuses one at a time. You'll then isolate a circuit. Then begin eliminating each branch of it, one at a time.
At the risk of stating the obvious, but many do not know, when he says to put a test lamp in series, this is the procedure. Disconnect the negative terminal. Connect a simple test lamp between the negative post and the cable.
The light will glow (brightness depends on amount of drain). When you pull the fuse from the offending circuit, the lamp will go out. You now know which circuit is involved. Then replace that fuse and begin to (for example) unplug lamps one at a time until the test light goes back out. At that point you've found the particular circuit branch. Now you need only to decide if it is the component or the wire to it.