1.) Factory incandescent bulb socket does NOT need modified. As you know, the factory incandescent bulb for the main front turn signals are a 3757, but with LED you will want to search for a 3157 LED. Same base on the bulb.
2.) You have many options for manufacturers from EBay to Amazon. Most sellers on EBay offer a 60 days warranty. I have found sellers on Amazon that offer a 2-3 year warranty on their LEDs. VLEDS,
http://www.vleds.com/ and Diode Dynamics,
http://www.diodedynamics.com/store/ offer quality LEDs, but they are very pricey as compared to EBay and Amazon LEDs. VLEDS offers a 1 year warranty and Diode Dynamics offers a 3 year warranty.
There are also two different versions of switchbacks offered. One is AO (Amber-Off) and the other is AW (Amber-White). That signifies how the switchback operates.
Example, for the AO, when turning on your turn signal, the AO switchback will blink amber, turn off, blink amber, turn off, etc. With the AW, when you turn your turn signal on, it will blink amber, then white, amber, white, etc. To me, the AW switchback looks like a strobe light and is hard to tell that your turn signal is on. I prefer the AO so that only the amber LEDs blink while the turn signal is on and the white LEDs are for the running lights only. That is up to you. Just make your you know how the switchbacks act before buying them. Some sellers state AO or AW, some sellers you will have to contact.
From personal experience, the EBay and Amazon LEDs are hit or miss on quality. Currently, my main front LED turn signals are from EBay and have been installed for about 2 years now with no issues. I have had other 194 LEDs purchased from EBay, that I use for my interior lights, burn out in 6 months. For brightness, I like to use the LEDs with 5630 chips which are roughly 45-50 lumens per chip. When searching on EBay or Amazon, you can type in "3157 5630 switchback LEDs".
3.) No special relay or fuse needed, BUT you will need (2) 50w 6 ohm load resistors, one for each turn signal. The load resistors wire inline with the wires running to the plug for the turn signal. The load resistors are to prevent the "hyper flash". Basically with LEDs in the turn signals, your indicator light on the dash will blink very fast as it would if one of your incandescent bulbs had burned out.
http://www.amazon.com/dp/B00UNG3EXQ/?tag=gmtnation-20
Same concept for the tail lights if you decide to install LEDs in the turn signals, you will need the same load resistors as well.
Just to note, the small 194 side marker lights in the headlights does NOT require a load resistor if you decide to replace the incandescent 194 with an LED. Also the same applies if you have mirror turn signals which is a 194 incandescent bulb. You can swap both out without using a load resistor as they are plug and play. Same goes for any of the interior lights and license plate lights, all are straight LED swaps, plug and plays. Just some info in case you decide to do a full LED swap.