I hate to say it, but we do the same as wdwfan16. I've tried plugging strands in and replacing bulbs one at a time, but it has never worked out for me. Either I can't get all the bulbs out to test them or I can't get the replacement bulb in the right way.
Since last year, I'm replacing my non-working light strands with LED lights. They cost more upfront, but they're supposed to use less electricity and last much longer.