Sorry for the delay. Our cars come with some pretty cheap/poor looking yellow/white'ish lights for the dashboard. These are pretty simple to change.
HVAC unit - Remove the coverplate and then the stereo headunit. Remove the four screws holding in the HVAC unit, push it in, and then drop it down into the space previously held by the stereo. You can now pull it out towards you. The lightbulbs are underneath a plastic flap on the topside of the unit. Its been awhile, but I believe that there are two tiny bulbs with white bases that you can quarter turn out with a screwdriver. Replace them with LED's. My pioneer headunit was lit with green and blue, so I went with blue led's to match. Take a drive over to the autostore and pick up a set of LED's. Mine came in three packs for $7. All you want to buy is the LED bulb with two wires and a tiny resistor (which is built into the wire) coming off of it. No need for fancy led's with mounting hardware and cigarette plugs. Cut the wires short (don't cut off the resistor) and solder them directly onto the circuit board contacts that were previously touching the lightbulbs. I beleive that I used two LED's (one for each hole). Solder the wires very carefully with a pointed tip on your soldering gun. Then carefully push the bulb straight down into the hole where the incandescent bulb sat. I will include a picture. The resulting HVAC lighting is blue (in my case) and looks just like the bright blue lighting in VW's. The little lights on the sliders will remain green as they are merely filters.
Shifter - pull out your ashtray and you should be able to get to the bulb lighting the shifter column. Slide a gel cover over it or replace it with a red bulb. Avoid the pre-made blue bulbs as they tend to fade back to white pretty quickly. Red is very bright and will never fade.
Gauge pod - Hopefully you all know how to get the pod out (that's a separate set of instructions). In my case, I purchased reverse indiglo gauge covers a number of years ago when they weren't so trite. I left them in because they still look good... The problem was that my odometer and clock still glowed a nice cheesy yellowish. I pulled the bulbs from the back of the pod (I only replaced the bulbs nearest the clock and odometer. Best bet there is to use gel covers (autostore). I went with red. The clock and odometer now glow a very attractive and bright red which matches the red numbers on my gauge faces. You can easily fit all of the bulbs with gel covers if you do not have indiglo faces. I have done that to another car and the results were great. LED's work well too (see HVAC unit). Tip for people with white faced gauges: color the front of your clear needles with a blue sharpie (tm). It looks great and you can see the needles against the white background. They will still light up from the sides and back.
Convertible top / cruise control switches - Normal LED's are too bright for these. Yank the switch straight out. Grasp the front of the switch and pull. Go practice on a junkyard car. You can then see the tiny bulb. I cut a gel cover into sections and glued them in place. You can also try weak LED's from radioshack.
Am I missing anything?