I put the LED's in mine last winter.  I have tried several different bulbs and, unfortunately like many thing in life, bigger is better and more expensive.  I ordered mine off Ebay from Hong Kong and got them in 5 days.   They look like these:

 http://cgi.ebay.com/ebaymotors/L-1014-2-PCS-SMD-SMT-18-LED-BRAKE-STOP-TAIL-RED-3157_W0QQitemZ110362517085QQcmdZViewItemQQptZMotors_Car_Truck_Parts_Accessories?hash=item19b21e5e5d&_trksid=p4506.c0.m245

 These also look like they are pretty good and are a bit cheaper:

http://cgi.ebay.com/ebaymotors/3157-Super-Red-28-SMD-84-LED-Light-Bulb-3057-3357-12v_W0QQitemZ380154504277QQcmdZViewItemQQptZMotors_Car_Truck_Parts_Accessories?hash=item5882f96455&_trksid=p4506.c0.m245

 I order a lot of stuff off line and have made over 400 purchases from Ebay alone, with only 2 problems - both were new sellers with good prices (there's a moral there, I think).  Just look for a seller with a high number of feedbacks and a good % satisfaction rating.  If I were ordering again today, I would go with one of these two. Nobody can guarantee there won't be problem with an on-line order, but then I've had troubles at local stores.

The above lights have LED modules, not single LED's.  Each module has 3 LED chips in it, and they are very bright.  That is one of the problems with most LED bulbs.  I tried the 39 LED type with individual LED's but they weren't near as bright as a regular bulb.  The module style I got, similar to the above, are a lot closer in brightness.

Again, be ready for a change in flash rate.  Standard bulbs flash once per second, because that's as fast as they can respond.  The LED's are picked up as a burned out bulb by the flasher module so it flashes at two times per second.  But, since the LED's come on and off instantly, they really snap.  I think they are more noticeable.  The lights are not "going crazy" as has been said, they are just flashing faster because the module senses the change.  DoneETracey - you might like that because it would be flashing sooner and get you more noticed!!!

If you go LED's, some dealers recommend you put in a "load equalizer" to slow the flash rate.  This is just a big power resistor that burns the extra power your LED's saved.  The flasher module then thinks you have regular bulbs - result, slower flashing, and a bunch of heat trapped in the fender.  Since you don't gain any brightness going to the LED's, and the extra power you save is being burned, you might consider saving the expense and labor, since the major benefit of LED's is the 90% lower power usage.