Well, you can go down fighting if you wish. Check all of the connections, make sure there aren't traces of overheating (Usually very obvious browning of the circuit board). A general cleaning of the unit wouldn't hurt. I wouldn't use any solvents, just good old soft cloth to wipe the dust away.
Other things you can do are to find the proper fuse type, and see what happens.
Check for continuity, where there should and should not be continuity.
Look for signs of overheated components, and replace if necessary.
Make sure that when you place a new fuse in, to close the lid of the DVD player. Some units have a grounding tab that connects to the lid of the unit. Without the lid in place, proper ground is not achieved and therefore could be a point for trouble.
Other than that, you're going to get complicated, and may as well get a new unit. Good luck!