So since nobody's ever made a write up, and there seems to be a question about it every week, i figured i'd do a write up for everyone.
Materials needed:
1) Flat head screwdriver or butter knife
2) LED's: I used LED's from V-leds.com:
5xSMT LED's for the 194's:
http://www.v-leds.com/Exterior....html
I only used 4x LED bulb for the license plate lights, but many people reccommend these:
http://www.v-leds.com/Exterior....html
*Edit: trunk light is also 1x 194 bulb
16xsmt LED for the rear dome light:
http://www.v-leds.com/Interior....html
*Note: this dome light only applies to the coupes. sedans have 2 more 194 bulbs over each rear door.
Vanity led lights:
http://www.v-leds.com/Interior....html
I used a butter knife, since for some of the covers, the slot to get into is so small that a screwdriver wouldn't fit. A butter knife is also smooth enough to not leave any scuff marks on the surrounding plastic.
First of all you'll want to disconnect the battery or you risk blowing a fuse.
Remember that most of these lights are polarized, so when you put them in, don't replace the covers until you've reconnected the battery and tested out each light and if they don't light up, then pull them out and turn them around.
First for the map lights:
Instert the butter knife under the map light cover, then pry the cover off to expose the bulb inside, just pull out the old bulb and put in your 194 size LED
For the rear dome lights:
Same as the maps, insert your butter knife under the cover, pry it open and pull off the cover, then pull out the old bulb and throw in your 3022 LED. this bulb might be hard to pull out with your fingers, so just slip the butter knife behind the bulb and gentrly pry it out.
Courtesy door lights:
For these, you don't even need a screwdriver or knife. Just put your fingers underneath the cover and pry them towards the front with your fingers. These are tricky to get into since they have a casing around them. Again pull out the old one and insert the new 194 LED.
Visor lights:
Stick the butter knife into the bottom of the light cover, you'll see a small knotch where you can stick it into. apply some pressure and the cover will bulge out, allowing you to pull it off. These bulbs are hard to pull out, so as you did with the dome light, stick the butter knife behind the bulb and gently pry it out. now, these led's are polarized, so you have to put them in the right way. if you look at the reverse of the LED bulb, you'll see a small metal piece, this should be at the bottom when you instert the LED. And make sure that when you insert these, that the LED's face outwards.

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2008 2.5S Coupe Super Black purchased 07/15/08
Debadged | White intererior & license plate LED's
20/35 Tint | DDM 6000k HID's | Autopia Fogs
Short Throw Shifter | Razo RA96 Shift Knob
Racingline Rear Sway Bar, Grounding Kit & Strut Bar
19" G35 Forged Ray's wrapped in Potenza RE050A