Ok, I did all of the mods this weekend except for the gauge pod, but I'll get to that eventually.
For those with '06 TR's, this is incredibly easy, but make sure you have someone to help with small hands. The cigarette lighter was the easiest. Just unplug the power to the lighter itself and unscrew the bulb from it's housing. It should take about a quarter of a turn to release it (this goes for all of the bulbs).
You can see here the green and white wire in the bottom right of the picture, that's for the light.
The HVAC is light by the two bulbs right beneath the AC and Defrost buttons. However, reaching them can be a pain. I had to take out the headunit, and reach around the back of the HVAC contols to unscrew the bulbs. The one on the right is simple, but the one on the left is partially blocked by the power cord running to the HVAC controls, so you might have to wiggle it a bit to get it out. This is where someone with small hands will help greatly.
Now, for the headunit, you just have to get the gray faceplate off, show here:
It's held on by some plastic tabs, so use a small flat head screwdriver and take your time prying them up and out a bit. They are very fragile and can break easily. Once you have the faceplate out, I'd suggest taking a break and going inside to sit down. You'll need steady hands for this part.
See the entire green pcb in the last picture? You need to slowly wedge that part out. It's held in by some clear tabs that hold it securely into the gray frame. Just slowly pry it out, and make sure you take the volume knob off! It can be a tad hard to get off, but trust me, it pops right off too.
Once you have the pcb out you'll quickly realize what needs done. Take off the green covers and put on the red ones! This is harder than you think though. I wet the inside of the red bulb covers, then slid them on inside out. It's the only way to do it without getting a pocket of air between the bulb and bulb cover. Take your time too, and have a small screw driver handy. Once the cover gets near the base of the bulb, you can use a small screw driver to tuck it between the plastic holding the bulb in place, and the bulb itself. This will keep any clear light from escaping. Also, you might have to trim some of the red bulb covers before putting them on.
The keyring looks tough, but it wasn't that bad. Simply take the bottom and top plastic pieces off of the steering column and use your fingers to wedge out the bulb. It can be tough, but it's the only way I know, since I couldn't get the whole assembly out. Note: To take off the top steering column cover, remove the dash ring first. This will provide enough clearance.
After that, put it all back together!
First though, here are some tips for the HVAC controls.Color the bulbs red with a Sharpie and use 2 bulb covers. This yields best results and if not done, they'll won't look as red as the CD player.
I just redid the HVAC with two bulbs and the sharpie today, so I don't have any at night pictures, but I'll get some later today.