If you have the digital climate control, you are in luck. I believe it is the manual model that is sealed and cannot easily be opened up.
I have a number of pictures from when I worked on my own unit, because this was the first piece I did my LED conversion on.
You can view those images from here. Once you have it out of the dash, the whole unit comes apart easily. The only difficult part was keeping the resistors out of the way so the rubber overlay could still lie flat. The LEDs I used are 20,000mcd. For single bulbs I used a 680 ohm resistor, and for dual bulbs (where they could be paired in some of the other controls) I believe I used 560 ohm. Check ebay for 100-packs of 5mm LED's... you should be able to find a bag for around $6.
The best bet for using the proper resistor is to find the forward voltage of the LEDs you buy, and find an online resistor calculator. Punch in 14.4V, and the number of LEDs you are grouping together (no more than 3 in series). The ratings are right on the edge for using 1/4 watt resistors, but I've had no problems with mine overheating. Once you know the optimal resistor to use, you may need to modify it. In certain spots, I found the LED looked noticeably brighter, so I would use a slightly larger resistor (not much - try using a 620 in place of a 560) to tone it down a little. There are no limits to using larger resistors, just never use a resistor that is smaller than what the calculator recommends. Additionally, in some spots I sanded the top of the LED flat and left it scuffed so it would make more of a floodlight effect rather than a pinpoint spotlight.