There are 3 types of replaceable bulbs on '02-'05 Instrument clusters :
PC74, PC194, and 158.
Many autoparts sell these with or without the socket, and some online shops will have replacement LED of the appropriate type in the color of your choice.
I have found some on
Super Bright LEDs .com
Don't do a search by vehicle make/model as since the dealers don't list our bulbs as replaceable you won't find anything. Do the search on bulb type.
The instrument cluster circuit is printed on plastic. After a certain time, some of the circuit traces can actually wear off from the plastic leaving an open circuit pathway making it seem like the LED is burned.
I have repaired some of these broken pathways with patience and rear window defrost liquid. There is also Circuit writer pens but they are a bit more expensive than the Defrost repair liquid.
Here is how you proceed to repair those :
In some cases, the 2 broken ends can be reconnected with jump wires using the holding screws of the flexboard. This is a more permanent and sturdy fix to apply whenever possible.
For the other type of fix requiring the Defrost Liquid:
There is a protective varnish on the circuit, carefully scrape off 1/8"~3/16" with a sharp tool like an X-acto on both the end you need to reconnect.
Put some masking tape to delimit each side of the circuit pathway you need to repair (makes it easier to not create a short with other circuit path and does a cleaner job).
Take your time, and apply a coat of conductive paint (defrost repair liquid or circuit writer) in between the tapes, remove the masking tapes and let dry.
Using a Multi-meter, check conductivity of the repaired circuit pathway.
If all check OK, put some electrical tape or even transparent packing tape over the repair (to act as the isolating varnish on the rest of the FlexBoard). It will protect your circuit from humidity and also from scratching it while you re-install the cluster.
Connect the cluster and test before you reassemble everything. Trust me it saves a lot of pain and grief if you have to do some further touch ups.
If you did good, you should have nice fully working instrument cluster in your truck again.
Now you can change the replaceable bulbs to blue LEDs and impress your friends.
You can also change similar bulbs in the Heater A/C Control so they appear blue as well.
Unless you apply a coloured film, you would not be able to change the colour of the odometer numbers or the shifter position as they are integrated LED circuits in the cluster. I have folks try those coloured films but did not like the results, but that is my personal opinion.
Hope this helps