I did a full Blue LED conversion in my WRX before I sold it.
LEDs into your gauge cluster is damn near impossible. The reason being that it was designed for bulbs and the optics wont work properly with LEDs, even if they are "360" LEDs.
If you're doing RED that's not a problem though, use regular bulbs and get some Red bulb covers, they're little rubber covers that that slide over the bulbs.
Even with fat 360deg leds in my WRX gauges it came out blotchy with bright and dim spots because it just wasn't designed for it, I eventually put bulbs back in and used red covers.
Blue and purple don't work with bulb covers (because bulbs don't really emmit those colors naturally) but every other color in the rainbow works great.. with them.
If you're really serious about replacing the bulbs with something else, or you're interested in doing blue or purple I recommend getting an EL overlay for your gauges. There are some crap eBay ones but a really nice one will run you about $150 and will tap into the dimmer control to look and work like it was factory installed.
speedhut.com makes some really nice ones, they don't offer them for the S14 cluster yet but if get 20 people together they'll design one for you.
Here's a picture of my WRX gauges using red bulb covers (the factory colors are green with yellow needles), you'll also notice that I left my Blue LEDs in the odo/trip meter, the rest of my interior was left in blue LEDs because they worked well everywhere but the gauges.
If you're hell bent on using LEDs in the gauge cluster this guide is the only one that will get you a bright and uniform glow on your gauges:
http://forums.nasioc.com/forum...24644be warned... it's a lot of f-ing work...