Yeah, the bulbs are extremely cheap if you choose to change them yourself and are medium repair time and knowledge level. I will post a link to buy the bulbs at the bottom of this... If you have the time, this is the best option... You have to remove the gauge cluster. Pull off the back panel covering up the circuit board. Remove all gauge needles, but be sure to mark where you removed them from. (This is very important, unless you have a Tech II like I was lucky enough too, and could find out all of these values.) When those are pulled off, you can take off the gauge labels and coverings (black part with actual gauges that you see). Hidden behind you will find the main housing of all the gauge servos and the illumination bulbs. The majority of these are LED and you shouldn't have to worry about those, as LED'* have a much longer life, but the incandescent, which will most likely look burned on top, is the ones that you will want to replace.
To replace, solder the bulbs out and replace with more solder on the board. A solder sucker is very helpful for this process, as some may get stuck in the small holes in the circuit board, and it makes it much easier to get it out.
Now, I decided that this entire process was a real pain, and I just replaced all of them for $4.00 because I didn't want to tear the whole panel apart again if it were to happen again. So if you have an extra few bucks, take that option, because it is worth it.
Word of advice:
I purchased bulbs from Radio Shack and they are less then half as bright as the OEM bulbs that I am listing. These are the stock bulbs and if you do choose to get the Radio Shack bulbs, you might be disappointed that half your dash will be a different brightness...
Bi-Pin Base Lamp | Eiko | 7373