Ok, I have been doing a fair bit of research on this, going through nasioc, iclub, clubwrx, scoobymods, etc. to find a tutorial for how to change the lights for the 2005/2006. There are some fairly thorough tutorials for the earlier models, however there aren't many for the 05/06's.

Most people like to do the bulb covers or "condoms" on the existing bulbs to change the lights. I personally don't like this method because:

1) I'm afraid the heat will burn the covers.
2) I hear that bulb covers often slip off, thus, you would have to frequently open everything up to slip it back on
3) Reduces the light output of the bulbs, and can cause brighter and dimmer areas.

I'm personally opting for LED's. Many people who used LED's got their bulbs from www.autolumination.com (I believe it's the #74). However, apparently, these aren't direct plug and play bulbs, and require some fair bit of modding. The really smart ones even add auxillary LED's so the distribution of the light is more even.

I have found a tutorial to change the 05 STI's HVAC control by ardinos here:
http://www.i-club.com/forums/showthread.php?t=83728

I assume changing the lights in the gauge cluster for the 05/06 would be more or less the same as the earlier models.

Here's my question (sorry for the long post).

1) For those of you who've changed the interior lighting colours on the 05's or 06 models via LED replacement, can you tell me if there is a direct install LED bulb available?

2) If not, what size LED's do i need to get for the HVAC, Gauge Cluster, and Stereo?

3) Since LED's change colour according the the voltage of the bulbs (1.7v=red, 3.2v=blue, 4v=white) If I pull out the stock bulbs, and replace it with a lower voltage bulb, Ardinos says I might burn out the bulb, and even worse, burn out the board. I really don't understand this part because you would have to use resistors so over voltage doesn't occur, or am I missing something here?

Any help would be greatly appreciated.