Yeh , don't use the condoms, use an LED. I have the link at work and will post it here manana. This place sells colored LEDs of all sizes and they look WAY better than the condoms do.
As far as the 06 - I tried to change my key ring to a blue LED, but it is different than the 04-05s. The lights are the same, but the recipticle that the bulb goes into is much more shallow. Even after shaving the LED down like 50%, I still couldn't get it to fit. So, I left it alone.
As far as the cluster and radio/HVAC, I haven't tried those yet. The keyring was a breeze on my 04, but in my TR, there was no way in hell to put an LED in there. It was also much more diificult to get to the bulb. The only way to change the color would be by using a condom.