I would take CCFL over LED's, and do not have them now because they do not make them for the 2nd Gen. They look much cleaner when off and more precise when on IMO. But the LED's are brighter now-a-days..But when one LED goes out, you will have to take the whole light apart. With the CCFL's, you just replace a $10 transformer, and you are back in business..CCFL are a pain to install as mentioned as you have to be very careful, but I have never had one break afterwards and I ran them on my cars for over 6 years.
Cool part about the LED's, is that you can hook them to a controller and have many patterns..Or go with RGB like I have and have ooodles of colors and patterns.