It's really not that hard, and it's even cheaper.
My gauges were all blue and I bought LED replacement bulbs, 5 of them, for less than a dollar each.
As for putting them in, it's different for each car, but probably not too hard. Basically just remove screws in the right order, pull stuff off, get your gauge cluster out, pop out the lights (they are usually in wedge based thumb screws, really easy to get off) and put the new ones in then reassemble everything.