Most of this information was posted by others a few months ago, but I thought I would post this 'complete' list based on my further research and installation of LED bulbs in many places in my '87 Westy.
The only comprehensive vendor I have found is www.superbrightleds.com
The following information should make sense once you look at their site.

All are direct plug-ins, with the exception of the heater control LEDs, which will require some dexterity with a soldering iron to assemble them into the existing fittings

1). Instrument Cluster: Quantity:�4: Product:�B8.3D-x Instrument LED bulb $ 1.59 (each): Options:�White B8.3D-W� (Blue & Red also available)
(Alternative: High powered version B8.3D-xHP $2.59 each)
2). Heater controls: Quantity:��2: Product:�74-x Wedge Base LED bulb $ 1.19 (each): Options:�White 74-W 
3). Interior light (above driver): 42mm festoon bulb: Quantity: 1:Product:�4211-x6 LED Festoon bulb $ 3.70 (each): Options:�Natural White 4211-NW6 (Warm & Cool whites, Blue also available)
(Alternative: you can also pick more powerful versions of the 42mm festoon bulbs). I believe these are the size you also need for the camper light over the stove (but I replaced mine with a Thinlight fluorescent fitting a while back, so can't be sure).
4). Interior light (in dash above glove box): 30mm festoon bulb: Quantity: 1: Product:�3022-x4 LED Festoon bulb $ 2.84 (each): Options:�Natural White 3022-NW4 (Warm & Cool whites, Blue also available)
5). Exterior rear side marker lights: Quantity:2: Product:�BA9s-x-x-12V Wide Angle bulb $ 0.98 (each): Options: 120 Degree� Red BA9s-R-x-12V 

The end result: a bright white look (or blue or even red if you so desire...) to your interior lights and what I would call a more 'modern' look to your instrument panel (& better visibility).�
Hope these instructions are clear to you.

Mike,

'87 Westy