The backlighting bulbs are six, clear, 194 size bulbs behind a colored lens, as RonD mentioned. These will be in large, black, sockets that twist lock.
Indicator lights, however, such as turn signals, abs, CEL, etc are all another size, size 74. As with the backlighting, these too are just clear bulbs behind colored lenses.
I purchased my LEDs from superbrightleds.com and they're still working today, however you can also purchase them off ebay and amazon, too.
of course, most LED bulbs by nature are polarity sensitive, so you may have to flip them to get the bulbs to work. Some bulbs, however, are not polarity sensitive as they have circuitry inside them to flip the current the right way around. There's no real way to tell until you've tried one, or if the seller mentions it.
Of course, not all LED bulbs are the same brightness. Some are rather dim and others are very bright. A typical incandescent bulb (#194) is 20-30 lumens, usually 25. The higher the number, the brighter the bulb.
For best results, I highly recommend an LED bulb with a wide viewing angle. Normal glass incandecent bulbs produce light in a 360 degree fashion. LEDs however are directional in nature. They accomplish a wider viewing angle by having the LEDs point in different directions. If you choose a bulb with a narrow viewing angle, you'll wind up with colored 'hot spots' on your dash, and the gauges will be very hard to read. In contrast, if you choose bulbs with a very wide viewing angle, light will be evenly cast out and around the cluster.
There should be a how-to written about color changing on the cluster, which should help you greatly. Do note that this requires you to pull the needles off the cluster, which means you'll have to get them back in the right spot. It's not difficult, just tedious.
Also know that your dash dimmer control will still function as it does, but reduced, in a sense. The LEDs will still dim, but not as far as the original bulbs did. If you leave yours all the way up then this isn't a problem. Of course, there's a couple of ways to get around this if you like a dimmer cluster.
As RonD mentioned, you can change the color by using different color bulbs with no sanding required. Do know that if you do this, you'll need much brighter bulbs to overcome the plastic coloring, otherwise the color you see may not be very visible, due to wavelengths and how those all work. However, if you want to keep a given color, say yellow or red, then you'll want to use a red or yellow LED. Yellow LED for a yellow lens, red led for a red lens, green led for a green lens, so on and so forth.