I just did this on my wagon and it looked like a charm. I went with the OEM bulbs for authenticity's sake. Just because I didn't see a comprehensive OEM parts list (didn't look all that hard either), here's what you need:
2 x 72351AC061 BULB (MODE TEMP): These illuminate the fan mode buttons and temperature.
1 x 72351AC051 BULB (FAN): This illuminates the fan speed dial. Longer bulb.
1 x 83426AA020 BULB: This illuminates the hazard lights button. Very tiny, short little bulb.
The dealer didn't have the last bulb but they could have ordered it for me... for $10. I figured having this button lighted might be more annoying than useful. Anyway, not worth $10. You can also get the whole button assembly for like $30.