Graham,
I have done a few of these changeovers and its a relatively simple task but I would advise studying the process thoroughly first (I know you always do). As you can see from the tutorial above referenced by Kev 090997 the back of the instrument cluster is a flexible printed circuit and its easy to see where the bulbs go.
However, two things to watch for - (1) Make sure you know which speedo type you have, mechanical or electrical. If it is a mechanical one then follow the advice in the tutorial about going in through the vent closest to the cluster to disconnect it. If you have big hands then a bit of hand cream around the wrist and outside edge of the fingers helps (its a narrow opening and there are some sharp metal edges inside) - (2) While polarity with standard bulbs is not an issue, as you know this is not the case with LEDs. Speaking from experience make sure you test the cluster lights before re-installing it, otherwise some unseemly words be spoken when you turn on the lights and they don't work because polarity is wrong.
On the subject of LEDs I have found the "Chinese" eBay ones are just as good as from anywhere else, and so much cheaper. I usually buy two lots to make sure in case one or two don't work.
On the climate control lighting I have also disassembled a few of these and some of the green LEDs (they use LEDs to light the small dot in the buttons) are of a specific type which are hard wired into the PCB. I have not had a go at changing these yet but will be doing so soon when I get some spare time.
If you need any help please let me know,
Walter