The side lights and hazards should come on with the ignition off. The indicators and headlights should only work with the ignition on.

Does the engine run? If not, then I'd start looking at the ignition relay, or a fuse in the same circuit, or the "fuseable link" if fitted (the first 8 inches or so of one of the smaller wires that goes onto the battery positive). If the engine does run, and it's only the stalk controls that are at fault, then double check the fuses.