Using a multimeter, check the voltage at both terminals on the rear window with respect to a known good ground on the car body (the tailgate striker plate is probably a good bet.) One contact should read somewhere between 12 and 14 volts, while the other should read less than 1 volt.
There's a few possible outcomes here:
1) You don't find any voltage on either contact: The circuit is broken somewhere. If the light is working on the switch then it's unlikely to be the switch or the fuse, but it could be a break in the wiring elsewhere.
2) You can find less than 1 volt on one contact, but a low voltage (less than, say, 9 volts) on the other. You have high resistance somewhere in the circuit, but definitely no actually broken wires. Unfortunately this could be just about anywhere, but at least you've narrowed things down a bit.
3) You can find 12-14 volts on one connector, but the other is showing greater than 1 volt - you have a bad earth on the tailgate wiring. You can either fix this properly, or bodge it with a wire link running from the tailgate to the car body.
4) You can find 12-14 volts on one connector and less than 1 volt on the other - either the heated rear window element is faulty, or one of the connectors is not making a good contact with the element.
Grab a multimeter and give that a shot. If you're still stuck after finding the results, then let us know