The regular bulb sizes are 194 and 74. The climate control and a couple of the accessory switches are T1 LEDs, the others use a socket-less 12v accessory bulb. The numeric display I originally changed by etching adapter boards and using my numeric display of choice up until a member on SM named Kai found the only manufacturer we've still been able to find who makes a pin compatible display which swaps right in (Kingbright.... common anode if I remember correctly.).
A friend of mine put together a great writeup on SM where you'll be able to come up with a complete count.
http://www.supramania.com/forums/showthread.php?76463-Comprehensive-Lighting-Modification-Thread
There are a number of concerns with swapping to LEDs. The main issues are uneven lighting and your dimmer won't really work anymore. There are ways around this but it's a good deal of work.