As always, I am not in control of your work or what you're working on. I cannot accept responsibility for your mistakes. When in doubt, call a certified mechanic or GM dealership. A new OEM (original equipment manufacturer) radio can run in excess of $400. If you have some patience, time and a few bucks, this will save you most of that. Again, I cannot guarantee your work or what you're working on. Do this at your own risk...
Car radios can be a nice source of background noise on the highway of life. Mine is nearly always tuned to Christian music or talk radio because it's calming and uplifting. What's annoying is having lights out on your radio because the bulbs are burned out. This is the time that a lot of people decide to trade in the car to avoid this hassle or expense. In my situation, I'm just glad to have a running car that looks nice.
But having a bunch of lights out is annoying and distracting at night. There are many good reasons to have a radio you can see at a glance, especially at night. It will keep you engaged and avoiding stopping or lighting a match to see the buttons. The more time figuring something out is more opportunity for a crash. While the solution might be to not use the radio and sing hymns. It may not be the best choice for your passengers.
Buying an aftermarket radio is also an option, but in my opinion, not a good one. The buttons are nearly always too small and unless you spend a lot of money on a double din unit, it will never look right. On many GM products (like mine, a 2004 Buick Rendezvous), the warning chimes and other functions are channeled through the radio, necessitating buying a special wiring harness for these to work. Even if you get this harness, the speed compensated volume and the controls on the steering wheel won't work. The worst is that aftermarket radios never seem to hold up. My wife's 1990 Cavalier had a Pioneer that needed to be replaced after three years with a Craig unit, that lasted two. The OEM radios are made a lot better and will outlive the car with a little maintenance.
But the bulbs can and will burn out because they are incandescent, like those in many houses, because they need to be dim-able. This doesn't mean that you should throw the baby out with the bathwater. If you have a little experience with taking things apart and know how to solder (and had some practice), you can save a lot of money and add years to your radio.
The tools you'll need (assuming you have the radio out) are a 15 watt soldering iron, rosin core solder, a small pair of vise grips and a set of 1/4 drive sockets with a handle. I used a 4mm and 7mm, but yours may vary. You'll also want a small flat screwdriver and a pair of side cutters. The supplies are going to be patience and 7 or 8 packages of 12 micro lamps from Radio Shack. The number on these is #7219 12 volt 60 milliamp. These are great for the heater control and speedometer cluster. These are about $1.79 for a package of 2 bulbs. The radio takes 14 bulbs.
The first thing is to remove the top and bottom panels with the flat screwdriver. These pry off the back and sides, but hook in the front. Be careful not to bend them. You will want to carefully unclip the three wiring harnesses from the front panel to the main board of the radio on the top half and untwist them. There is another harness next to the volume knob on the bottom. Remove this one too. Then carefully pull off the knobs and make note of which one went where as they are not interchangeable.
The front panel is plastic and held on with molded tabs. Gently ease these off with a screwdriver placed under them. Use just enough pressure to ease this off or you'll break the tabs or the panel. I did it by just disengaging the tabs enough to carefully lift the panel off the radio. Now for the "fun" part; you'll need to separate the circuit board from the panel. This panel has the display as well as the bubs, buttons and other parts. This is delicate and will not take too much manhandling. The plastic puzzle called the front panel is also a pain to try and decipher if you let the buttons get away. I'd use some blue making tape on the front to help keep the buttons in place with special attention to the H and M ones. The H is on top and the M is on the bottom. Just tape the buttons and keep the panel face down and your life will be easier.
Remove the six screws holding the circuit board to the panel. Flip the board over to reveal the bulbs, which are covered with a blue cap. Carefully remove these caps with your fingers as tools will tear them and set them aside where they won't get lost. Another little bit of advice here; replace all of the bulbs, or you will be doing this again shortly. Unsolder all the bulbs and save the holders. put these holders on the new bulbs and use your soldering iron to heat the joints enough to get the leads through the board. Once the leads are through, use the (small) vise grips to pull the leads through, one at a time, a little at a time while using the iron to keep the solder soft enough. When the bulbs are tight against the board, stop. Pull these leads gently or you'll break the bulbs. Solder each lead, making sure the joints don't touch. Use a pocketknife to gently scrap any stray solder so the leads don't touch. once you're done soldering and satisfied with the results, clip off the excess leads with side cutters.
The rest is a reverse to install, but make sure all of the bulbs are capped with the blue silicone caps and that the screws are in and tight. thread the wire harnesses through the holes before snapping on the front panel. Thread the ones with the smaller molex connectors on the top half to the hole next to the side panel and the larger one to the top. Don't forget the bottom. These only go one way so you can't screw them up, but don't break the main board as this is not serviceable (even my influence has to stop somewhere). Snap the top and bottom covers on and replace the knobs. Plug the radio in and check your work. When the lights are on, all the lights should work, but the lights for the controls for the tape or CD player will be out when the radio is in use and vice versa. So double check this before tearing into the radio again.
Once you're satisfied with the results, put the dash back together and play that Michelle Tumes CD. Maranatha!