Funny enough I did this very repair last night to my 05 GC so I can say this is a very easy fix to do, if you have basic soldering skills and can operate a screwdriver you can save yourself some $$ and time. You might have already read a similar write up but here is what I did....
Just go down to your local radio shack and get 3 of these :
RS part # 272-1154 12v- 50mA Bi Pin lamp 5000hr life rating @ $1.68 each! ( I purchased 4 just incase)
Then just go here to get instructions as to how to remove the console - http://wkjeeps.com/interior_trim.htm#CENTERBEZEL
Then remove the hvac unit and control knobs. Careful with the knobs, they are keyed and will only remove when turned to a certain position. You can carefully pull while turning them and they should pop out when you find the slot.
Using a flat screwdriver unclip the clamshell plastic housing and then remove the control board. You will see the three burned out lamps on the face of the board, using a pair of pliers grab them at the plastic base and gently twist, they come off very easy.
Next take one of your new lamps and bend 90degree angles in the two leads near the base so they look like this _| |_ . You will then stand this on the board in place of the old lamp, and solder each lead to their individual solder joints on the board. Be carefull not to use soo much solder it gets onto the other components or traces.
Reassemble and plug it back in, should work like new.
I looked for equivalent LED replacements at Radio Shack but they only had colored 12v 5mA LED's ( Red - Blue- orange- yellow- green) The sales associate looked for clear/white leds and could find nothing available in thier catalog. Im sure I could find them if I took some time and researched the net, but for now these will do. The RS lamps do have a 5000hr rating so well see how well they hold up.