For the clock and climate control I used 3mm (these sockets are a bit different than the odometer but the concept is the same); odometer used 5mm, I bought them in local electronic store.

Because I happened to have 3mm but you can use 5mm LED for all of them (easier to find 5mm). The 3mm will fit right in the socket and the 5mm will be out side. The rating on my LEDs are 3.5V, 20mA, 2000-2500 mcd brightness, the resistor is 470 Ohms, 1/4 Watt