There are two ways to look at this..
If you are replacing outside lights like directionals, they have the possibility of blinking too fast due to load being changed & may produce a code, depending on what kind of vehicle you have.
If your talking about marker lights daytime running lights, 3rd break lights, you will be ok.
If your replacing instrument cluster bulbs, you run the possibility of frying the instrument cluster & throwing a code.
I have two vehicles that run nothing but LEDs with the exception of the headlights.
If you could provide what lights your wanting to swap out, it would be helpful.
Keep in mind that an alternator can output from 12-15 volts.
If your using a single led, thats a lot of heat to dissipate.
If you want to cheat and get a guaranteed to work bulb, you can check out
LED Lights & Accessories - SUPER BRIGHT LEDS
However nothing feels better than having the satisfaction that you did it yourself.
Keep in mind that there are different kinds of LEDs out there.
Some at 20mA , 24mA, 30mA, and some made out of the U.S. have strange numbers.
Also, your viewing angle makes a difference.
25 Degree are popular for outside of the vehicle, but not the interior, like instrument gauge lights, you will need a wider angle.
FvM- makes a valid point..
What lights are you replacing ?