I bought some yellow LEDs for the front and some red ones for the rear. They come off of a roll so if you order 4 3-LED strips you actually get one strip of 12 that I cut down into two strips of 6. The LEDs are mounted on film so they can be sandwiched between the reflector and it's mounting base. The LEDs themselves are raised so I used my Dremel cutting wheel to make holes for them in the back of the reflector. Then I sealed/reglued them with marine contact cement to keep them waterproof.

The pictues are a tad blurry due to the lighting conditions and using a point and shoot camera but you get the idea:
Rear:

Front:

Both:

IMO, they look even better in real life.
Here's links to the LEDs I used:
Red LED stripsAmber LED stripsI further modified them later so that they flash off when the turn signals flash on so they double as both side running lights and turn signals.