well led's dont use as much current as a conventional bulb. most likely your turn signal flasher unit is load dependednt.(its why it flashes really fast if you got a light bulb burnt out) so you would either have to put load resistors in line withthe light circuit or you will have to buy an electronic flasher unit. but i highly doubt you wil see much if any mpg improvement... so after you spend $50 on bulbs and flashers lets just say your car will be a pile of dust in a scrap yard before the mpg saved would pay for it to make it worthwile..
To conclude, over the course of the next 5?10 years it is likely that LEDs will power virtually every lighting application on vehicles with car makers increasingly embracing the benefits of their small size, high efficiency and long lifespan.
At today's prices, LED headlights, if any existed, just might improve FE enough to be worth it. Depends how much night driving you do. Maybe park lights, license plate lights, and dash lights are worth it.
Brakes, blinkers, reverse, and warning lights on the dash are used so infrequently I can't see them making any significant difference in FE.
But FE isn't the only reason. LEDs have at least 4 other advantages: they don't get hot like incandescents do, they last longer, they are even better at taking jolts and vibrations, and they operate faster. I've had enough cheapo plastic dome light covers, surrounding plastics mountings and housings, and sockets and wire insulation turn brittle from the heat that I feel LEDs are well worth it for that. Nice also being able to handle them without getting burned. Longer lasting is also very nice for those lights buried deep in the dash that are a huge pain to get at. Jolts and faster operation, nice, but no big deal. And the minuscule improvement in FE is nice too.
I've seen a few owners that have totally replaced the 'city' light in their Euro style lamps with an led . I've personally never had that option of luxury . I believe on quite a few cars DRL's are just a standard bulb but at a lower power . Again never had the option of DRL's either . It's kind of false economy to replace a bulb that isn't bad though don't ya think ?