Not sure how expensive or how hard it is to replace the stock radio unit's bulbs...
but the ac/heater controls are fairly easy. When you remove the controls though, be careful so you don't break the plastic "spikes". They help hold it in because of how it is held in there. I broke one off and when I take off my dash bezel my controls sort of slide out their hole lol. There are 4 bulbs that go in the heater controls (74 type).
When I replaced mine I replaced with LED from superbrightleds.com, part number 74-xHP.
Heres a preview of mine, but its green instead of white
Heres part of the back of the AC/Heater controls
And here's my dash with green LEDs lol