I have done all that you are looking to do.
Steering Wheel Controls:
DIY Gen 5.5 4-Spoke Steering Wheel Audio Controls Lighting Change (56k semi-ok)
Power Window Button: any standard 3 mm LED. I didn't worry about voltage/watts, it hasn't burned out since I installed it.
Radio: see above linked thread, i believe i posted the size leds you need.
Climate Controls: buttons... any standard 3 mm LED. as for the back lighting... good luck. no replacement led bulb will look good in my opinion. you will have to do custom led lighting... and even then, it'll be tinted slightly green. the rings have a green silk screening on the back.