Yes, lights should go on when the car is just sitting - thats how people get dead batteries when they leave them on!
I believe the horn should work too.
Dome light also.
I would take a test light and run down the fusebox.. you should find a few that are hot still with the key off
However, check the F.L.'s too. Sounds like thats what it is. Dig out the fusable link mess and what you have to do is pull on the wires to see if they stretch. If the rubber part does, its dead.