Success!!
Okay, I've got the HVAC controller open and finally have my first good look into it. It's relatively easy to remove the covers optimus talked about, so if you want a yellowish/orangish look, you can just do this and no other work is necessary.
I started by taking off one of the existing lights to see if the bulb was separate from the plastic base. It turns out that you can remove the bulb. The bulb itself is about 5mm in diameter and 10mm long. A 5mm LED (T 1-3/4) will work in its place. If there is a lip on the bottom of the LED, the bulb will not sit in the holder like the bulb did, but it should still clear the plastic light pipe.
More good news, I went to Radio Shack and got a test LED (with internal resistor). Put it in the holder, and soldered it to the board. It lit up just fine, and it dimmed with the rest of the lights! Not only will we be able to switch to LED's, but we will be able to dim them!
Now that I know what's required as far as work goes, I'm going to have to go get some LED's and probably resistors (haven't found an orange LED with internal resistor that I like yet). I'll more than likely have a write-up in a couple of weeks for this with pictures.
:rockon: