So, just did this to my '99 today. Ever since I bought it, half the climate control lights have been out, and one of the dash lights. I got tired of not being able to tell how much gas I had at night

, so I finally did this.
First off, thanks to the OP for the detailed instructions!
I just wanted to add my $0.02. A few people have commented on how hard it was to remove/replace the lights for the ECT & rear window switch. I was fighting with the same thing, and then realized that the whole panel with the lights and ECT switch will pop right out.
Take a small, flat screwdriver, and gently pry where the clips hold it into the surround - where the red circles are in the photo, and you can see that there's actually little "slots" in the plastic there. Basically, insert the screwdriver and twist slightly to pop the clip loose. Push on it from the other side, starting at one end, and it'll pop right out.
You'll end up with the separate pieces, like this:
And it makes it trivial to get the old bulbs out, and to put the new ones in. You can hook up the white connector temporarily to test the lights before you put everything back together.
When you put it back together, the only thing is to get the ECT switch on again. There's a small white prong that fits between the two black clips on the bottom of the switch. Line it up and drop the whole assembly back where it came from.
Hope it helps someone.