I used overlays for my instrument cluster, but I just finished replacing all my interior green bulbs & LED's with blue ones.
You can get direct replacements for the bulbs in the fog and rear defroster switches here.
http://autolumination.com/74.htm
They are about halfway down the page labeled "Neo - Wedge LED Instrument Panel Bulbs Type A, B & C"....you want the type A
For the 4X4 switch and Rear Wiper I purchased the Type C's off the same site. When you get them they are in a plastic base but if you carefully unwrap the wires from the base you can then remove the LED (be careful with it the legs are fragile at their attachment point to the LED.) I do this because that LED has a tiny resistor built into it making wiring a whole lot easier.
The 4X4 Switch took adding a little bit of wire to make it stick out like the original bulb and them I just soldered it to the PCB of the switch. On the Rear wiper bulb there is a rubber base, I just removed the Bulb from it and replaced it with the LED, then just slide the rubber base back on and you in business.
The A/C control knobs are actually green plastic so you have to replace the knob or the piece of plastic inside if you wanna change color.
The Window and Lock/Unlock switches are already 3mm green LED's. Its just a matter if disassembling the switches and unsoldering the originals and replacing them with the color of your choice. Here is a good source for 3mm LED's.
http://www.oznium.com/led
I wouldn't know about the rear controls because they are gone on my truck, replaced with a power point for my inverter.
If you wanna take it all the way you can also change out the Bulb or LED on your door keypad on the outside. here is a good post on that.
http://www.explorerforum.com/forums/showthread.php?t=193400&page=2
Remember that LED's have polarity so your gonna have to find which side of the connection point is negative or positive. Also for a more diffused glow from the LED's "frost" them by taking some medium/fine grit sand paper to them.