The car had 64600 miles on it and the headlights started going out while driving, which can be very dangerous. The problem is in the Light Control Module which is an expensive part (around $500 to $600 + labor).
Problems for specific Mercury Grand Marquis years:
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Most reported 2005 Mercury Grand Marquis problems
A spring in the seat belt buckle may wear or fail, causing the airbag light on the instrument panel to illuminate. Failed buckles will require replacement.
Transmission problems are common in this model, often as a result of a failed front pump. The pump loses its ability to create hydraulic pressure, which an automatic transmission needs to function. A sign of front pump failure can be a whine type noise.