With the exception of headlights, fog and spotlights because of the problems with intensity and focus points and the indicators because of the flash timing difficulties, all other lights on mine have been LED for the last two years or so.
There are equivelant LED versions for almost all types and styles of vehicle bulbs, that includes stop/tail, sidelights, festoons.
The only problems I came across when I did the change-over were polarity in some cases and a small problem with the high level stop lamp, which was sorted with the addition of a couple of "current steering" diodes.
One tip worth noting especially in the case of coloured lenses, choose the replacement LED to match the colour of the lens.
The reversing lights I replaced with cree LED types, the ordinary LEDs weren't bright enough. There is some interference on the radio when I'm reversing but I can live with that.