I agree with the above techniques (good auto electric shops typically use the test light option). I would add two things:
1) A relay could be the problem. If you disconnect the - battery terminal, a stuck relay will become open again and you will not detect the draw. To avoid this, attach your test light's alligator clip to the battery cable and put the probe on the center of the battery post (assuming you have top post terminals). Remove the cable end, being careful not to touch the cable end on the probe. If the light is lit, there is a draw. By hooking the test light up this way, the circuit is never broken and will not "release" a stuck relay. If you have side posts, you can still do this procedure by probing the negative terminal under the side-mount cable end.
2) I have seen the best auto electricians fail to find a draw yet confirm that the battery drains over night. After replacing the battery, the problem no longer existed. Further research confirmed that the battery, although it passed load tests, was indeed internally shorted and would lose its charge in a short time.