If you have a good junkyard, look for good-condition original lens assemblies there. Should be much cheaper. You'll probably need to clean up the contacts. It appears you can also rewire them directly from the bulb insert doohickies. See http://forums.turbobricks.com/showthread.php?t=322333

Also, you can replace individual lenses. Very carefully.

I replaced all my exterior bulbs except headlights with LEDs. I used different color and 1156/1157 variations on this: https://smile.amazon.com/gp/product/B01MY4T4BU/. They perform well. They are brighter than conventional bulbs but not offensive. No resistors required (in fact, I would imagine that could negate the power-saving benefits of LEDs).

If you replace your blinker bulbs you will need to replace your relay with one that can handle LEDs. I found one at Autozone for something like $20. They won't be listed as matching the car (their database shows the matching relay as out of stock and something like $75), but look for the right pin configuration.

If your wiring or bulb failure indicator are hinky you may see the bulb light come on. Cleaning things up solved most of that for me. I don't think you can prevent an LED high tailgate light from triggering the indicator without disabling or altering the indicator unit. See http://www.240turbo.com/volvo240mods.html#bulbfailsens1

I've tried LED headlight replacements but to no avail. They have an unpleasantly cold color temperature (i.e. too blue, not enough yellow) and an extremely poor CRI, or color rendering index. The combination massively amplifies glare to others while reducing your ability to see ahead. Lumens mean nothing when the light is washed out and makes everything monochrome. My home is filled with inexpensive LED bulbs that put out pleasant, warm light with a broad color spectrum for adequate vision. I don't know why they can't seem to get headlight bulbs right. I had the same problem with the interior bullet bulbs. They're bright all right but they're unpleasant like old florescent fixtures and the visibility is worse. This doesn't matter so much with colored, opaque-lensed brake/turn/reverse indicators.