Since I just bought a new to me 2004 Rubicon, I decided to do this mod again. I also wanted to verify that everything I said above was correct.
Here are some photos for the lights in the rocker switches. Once you pull out the frame for the switches (and power outlets), you'll see this:
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To get to the main switch light, you need to pull each switch from the frame. It is much easier to do if you unplug each of the switches and outlets. There are clips on both top and bottom. Pry the clips carefully with a very small flat screwdriver or a thin trim removal tool. Be very careful as these clips are easy to break. Once you get a switch out, you'll see this:
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On the bottom is the main switch light bulb. This bulb is illuminated any time the parking lights or headlights are on. Turn the bulb a 1/4 turn with pliers or a very small screwdriver to remove. The replacement light on the bottom is the 4mm (from post #2).
I made a mistake in my earlier post that the bottom and top bulbs are the same. Unfortunately, the top light (for the indicator) is a different bulb and I'm not sure what size it is. My best guess would be a 3mm size in the same style as the 4mm bulbs.
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As you can see from the first photo, the indicator bulbs are accessible without removing the switches from the frame.
If you have a Rubicon model, the Axle Lock switch is a tougher one to swap to LED. The inside of the switch looks like this:
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I didn't attempt to swap these bulbs, as it appears there would need to be some soldering. I'm sure someone with the right expertise would have no problem.
The finished product:
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You can see that the Axle Lock switch is a touch dim compared to the other switches (since I didn't swap it), but it isn't drastically different. I can definitely live with it. Also, I wanted to show the indicator light on the rear defrost switch because I didn't change that one either and it still looks pretty good. I'd be curious to see how bright it is with an LED if someone were to determine the bulb.