So me being the idiot I connected the battery the wrong way and at first their was some sparks between the connector and the battery. NOw the car will not start what else. I have lights in the car but my head lights don't work. What else did I possibly burnt?

 

You could have fried just about anything, but I'd start by going through the fusible links on the battery connector, the fuses (two fuse boxes in with the battery, and the third in the driver's kick panel) and testing/replacing each one as necessary. After that, check relays and do the test/replace procedure.

If you're lucky you'll find a bunch of blown fuses, otherwise, the engine control module, body control module, and a whole lot of other expensive parts could be toast.