oh.... sorry for my brief post, i thought you were a little further down the track! I already had led bulbs in my cluster, but have removed and fixed a couple (without complete cluster removal).
Q. What model MR2 do you have ???
here is complete process for SW20 cluster removal:
http://www.mr2.com/forums/threads/29633-How-To-Replace-Gauge-Cluster-Bulbs This is not a "ten minute job" by any means as you have to remove lots of panels!!
Also note this is for older (manual speedo). Electronic is a bit easier as there are just plugs into the rear of the cluster.
And note LED lights ARE polarised - only work one way round. don't put the car back together until you've checked they work :-(
as for the led bulbs, there are a mixture of T10 (10mm hole) and T5 (5mm hole) types. I have bought a couple from:
http://www.ebay.com.au/sch/storey_trading/m.html?_nkw=&_armrs=1&_from=&_ipg=25&_trksid=p3984.m1439.l2654 Search the store for "T10" or "T5". I can't vouch for their products except to say that they seem to work OK.
Their are lots of other suppliers to choose from especially if you buy 'overseas' - they all come from China anyway!
Note that the smaller T5 lights are for warning lights through a coloured plastic panel, so coloured LED is not required. You'll need quite a few, so probably best to shop around...
Hope that helps.
Chris