i also wanted a cool blue going throughout the dash and tryed the blue condoms over the existing bulbs which didnt work for me (the nb8a dash is coloured green, but i was told that the blue condom blub goes through the orange dash's) so i ended up getting some sets of l.e.d's, make sure they have more then one bulb built into them.
you will need 4 bulbs for the main gauges, if you wanted to change the trip meter you will need a smaller bulb.
1. take your steering colum off, it should just yank off
2. take the dash cover off, this should also yank off, you will hear a pop, this is normal
3. you will see four screws one in each corner, unscrew them
4. the gauges should be loose enough for you to pull towards you, flip it and remove the three plugs behind it for easier access.
5. the four green knobs are the main lights that will change the gauge lighting. if you are going to use the leds you will have to check all of them to see if they all light up.
6. put everything back together and enjoy. (yes i have done it lots of times lol)
this is my end result

as for the hvac controls, i am also looking on how to change the lighting, i remember a tutorial made some time ago, but i cant seem to find it, wasnt to hard though.