Inside is per socket and bulb links already provided.
Directly. Remove/replace, no mods needed.
Exterior is trickier, because you're dealing with safety lights that have to work
right (not just light up), and there are optical complications. Start reading at post № 80 of
this thread. That situation is in flux; one of the world's reputable light source makers (Tungsram, long affiliated with GE) is gearing up to launch a new line of LED signal bulbs that stand a good chance of working well in old-car lights. As soon as they're released and I've tested them, if they're as good as it looks like they might be, I'll shout about it on here.
Headlamps also require very choosy and informed shopping; see
here.