Any ideas on what maybe bad, its not the bulbs, radio, and ac and heater all works, just light dosnt light up.. any help will be greatly appreciated.

The illumination circuit powers those lights and the instrument cluster lights; sounds like a problem in that circuit. Did they just suddenly go out, or had you done some mods in the dash (e.g. radio) beforehand, or did you buy it like this?

i had some mods done with the dash, but my cluster still lights and, the radio works, heater works, just no lights

where should i start?

I'd check the wiring to the lights that don't work. My bet is that a wire or wires got disconnected/shorted/used improperly in the mods you did. The Subaru gauge/radio/control lighting circuit uses a non-standard dimming system with fixed +12V and varying "ground" voltage; if it was tapped into assuming that it was a standard fixed ground system, that would cause problems.
You might want to consider buying the shop *wiring* manual for your year; I think the paper versions cost about $25, and download access (must be downloaded as many individual topics, not just one file) for 3 days to the techinfo.subaru.com website costs about the same.