I've replaced the lamps in my saloon with LEDs from ultraleds.co.uk, I used these http://www.ultraleds.co.uk/product_info.ph...roducts_id=1286
they are the warm white versions as the bright whites are a bit harsh. I had one of those to try and it now lives in the dome lamp holder above the engine. The halogen replacements are fine as well - I have one above the hob. If I don't switch on the flourescents I'm up to a dizzy 6W of lighting in galley and saloon combined.
These lamps have a voltage regulator so claim to work up to 16v, if you blow them on overvoltage you really need to look at your alternator. They also don't appear to be polarity sensitive so it doesn't matter which way round they go in.
LEDs are lower power than halogens, they don't suffer anywhere near the same sort of losses, almost all the power is converted into light with very little heat. On the downside, they still don't quite give out the same sort of light levels that filament bulbs can easily achieve.
Just as a point, as Daniel said, LEDs aren't like filament lamps, they're electronic and behave rather differently. An LED without any additional external components will expire faster than you can see if you apply anything much above 1.5v to it, they are polarised devices [er, directional] and will block current like a normal diode but will fail if exposed to an excessive reverse voltage.
The voltage regulator looks after the LEDs and prevents you from blowing them up too easily.