I replace all lights with LEDs with the exception of headlights and turn signals.
The LEDs run significantly less current and should last much longer than the incandescent. They're also brighter. I've purchased most all of the lights from Amazon after reading reviews to see which perform the best. About the only things I buy from brick and mortar stores now is groceries.
As Nemo pointed out, the LED emitted color needs to match the lens color. White LEDs do not contain yellow or orange light like incandescents do. A yellow or orange lens will filter out any light that is not yellow or orange, and what is left is very dim.
I especially like to replace incandescent bulbs that illuminate interior switches. They last longer, have a more pleasant color, and draw less current. Switches and back-lit panels are usually more difficult to get to, so you only want to have to replace bulbs once.
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