I have a 2002 renault megane convertable ?

Fuse - most probable
Relay - if there's one in the circuit - very possible
Switch - quite possible
Motor - very difficult to diagnose one way or another
Motor's Earth return connection - always a possibility
Mechanical linkage - possible but you'd hear the motor struggling
Wiring - least likely - apart from the earth point at the motor

How do you know it's not the motor or the stalk? Yes it could be the wiring but that's the last thing you should think of - the general case is that the wiring doesn't suddenly stop working - not unless somebody's been messing around with it.

Good luck...

Clarkson
November 2014