What a bi*ch! So, there are write-ups and videos on this, but I'll just share a little trick. The bulbs I'm talking about are those behind the temp control, vent control, and fan speed knobs.
1. First you take your fingers and pull the middle knob straight out and remove the screw under it.
2. Then you have to pry off the plastic around the shifter starting at the bottom right/left. Use a plastic pry tool or wrap your knife with tape so you don't scratch. That basically pulls out after that (you might have to shift to low to remove it). I don't know if you have to or not but you might as well pull of the top console plastic as well. That pulls straight out without any tools.
3. Then you will see the bulbs behind the white holder thing. On the very left and right side of the white holder there are levers which are hard to see. A thin screw driver can push them down and you'll be able to put it out a small bit, but it's not too useful because with the wire attached for vent control it doesn't move much and I don't know how to take off that wire. That would be key because trying to install bulbs in there is not easy.
4. *REMOVE GLOVEBOX* - this is my fancy trick and only thing I really have to add that others haven't said. Sitting in the passenger seat, if you remove the glovebox you can reach your hand back behind the temp control while holder thingy. Now, my bulb was already out because I got it out and dropped it last time after I jerry-rigged another bulb into the micro holder thing. What I did to get the bulb is to put a long piece of electrical tape on the back of the bulb so I didn't drop it while getting it into place. After it was in place I tape the bulb itself on the front side so I didn't drop it while trying to twist it in (it goes clockwise but from the front it would be counter-clockwise...which you'd know if you had the bulb holder in-hand). So, now that the bulb is in place held with tape from the front you'll need to find some way to twist it into place. I had to TIE STRINGS TO MY SCREWDRIVER because it's so easy to drop stuff in there. I hooked up a few 1/4" sockets of different lengths with screwdriver bits taped in and strings on them but I could not get enough force to twist it in, even after I spent forever trying to find the slot on the back of the bulb holder. Ultimately it was my right hand through the glovebox that got it twisted in there with no tools. You might need some help with the grip though, such as rubber tape on your finger, etc.
Bulb isn't easy to find nor is it cheap. GM part #88970578 Toyota part# 90072-02005. I bought 2 for $10 from bric-a-brac.bloc (seller's name on Ebay). Here's the link but if you're reading this after 2019 it probably won't be viewable: Link.
TIE OR TAPE FISHING LINE TO EVERYTHING. YOU WILL DROP BULBS AND LOSE SCREWDRIVERS!
Finally, while you're in there, you'll see there is a 2 wire connector that goes to the back of the white thing. Yellow and black. I would disconnect that (03-08, 09-10 I think you have to cut the wires). This prevents the A/C from turning on every time you decide to shoot the air up at the window (for whatever reason that may be but it's up to you and if you want air shooting at the window you don't need the A/C on. The A/C is only good for quick defrost or else better defrost when you have a car full of fat guys in the winter but truthfully that might not be good running the AC all the time and plus it will cost you 1-2 MPG).
I tired to post bulb pics from that ebay guy but it's not working for me so if someone else can post the pics from "link" above that would help out others in the far future when that link is gone. Thanks!