According to the fuse chart the fuse for the Stereo and the cigarette lighter relay is Fuse #11 in the underdash fuse block.
(click on image to enlarge for better viewing).
Check using a DMM's (Digital Multimeter) Voltmeter function that there is +12V DC power available to the power side of the #11 fuse holder socket. Remove the fuse and place the Voltmeter between Ground (Earth) and either connector in the socket to check for a reading,
If there is no power on either side of the fuse holder with the fuse removed, then there is a problem in the back of the fuse block as it should be a common supply rail feeding the fuses in a row.
If there is power there, as you have said that the fuses are OK (have you tested fuse 11, out of circuit, using an Ohmmeter to prove that it is OK?) then there still may be a problem at the back of the fuse block with the wire connection leading away from the fuse block to the radio and cigarette lighter OR perhaps the problem may be on the connection at the cigarette lighter as then it may multiple on to the radio or vise versa, from the fuse block to the radio and then to the cigarette lighter. In other words you'll have to check the wiring from the fuse block to the cigarette lighter and to the radio. Start with the cigarette lighter first as perhaps it is the easiest to access
Leave the fuse out if you go to remove the cigarette lighter socket to check the wiring to prevent blowing fuses if you accidentally touch something you shouldn't.
If it is determined that the problem is in the fuse block, disconnect the battery cables from the battery, as you really don't want to have power there when trying to access the rear of the fuse block.
If this all seems too daunting, contact an auto electrician and ask for a quote to repair the problem