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Forum member Reverend Sam posted a video back in 2010 showing exactly how to get to the instrument cluster bulbs. You will find it in the 'sticky thread' section at the top of the XK8/XKR forum.
The four larger bulbs are Type 194. The four smaller bulbs are Type 37. I purchased my replacement bulbs from my local NAPA store. They usually have them in stock.
The instrument cluster bulbs are fairly easy to get to, but take advantage of being there to replace them all, not just whatever is burnt out. The only tricky part is to make sure the 2 connectors to the IC are properly re-seated with the built-in lever, and of course that no pins are bent. The IC is a "nerve center" for various data networks, and has to be functional to run the car. Also, be aware that these bulbs are on a (white) plastic socket of sort, and that the socket can burn out over time. I tend to keep my IC illumination on the low side, but if you keep it on max all the time, you might have to buy the more complete socket/bulb combo from a Jaguar parts supplier. If you disconnect the battery for this job, be aware of the window reset procedure and have your radio code ready you have a European model.
I bought this from the rock place, quantity 4 each:
PHILIPS 37LL (37LLB2)
PHILIPS 194LL (194LLB2)
FWIW, folks have looked into replacing these conventional bulbs with LED equivalent, but I have not kept up with the results.
This is one of those satisfying jobs where a bit of work and minimum expense makes an aging car temporarily feel like new again.
Agree with fmertz. There are a few tricky steps--like getting one of the screws of the cluster out (along the left side as I recall). I am one of the dopes that didn't bother replacing all of the bulbs--just the one that burned out. However there was quite a long time between that one burning out and the one that is currently burned out. The "project" is just enough of a pita that I have been putting off doing it. The previous two times I tackled the job (first time I had the wrong bulbs) I didn't bother disconnecting the battery and there were NO issues. Also you will see that the wood fascia has a couple of tabs at the bottom that are secured with some screws. Those are fairly delicate (what else is new) and what I did was to epoxy large metal washers over the tabs to prevent them breaking.
I replaced my instrument panel lights this week along with repairing a broken wire on my turn signal stalk. I purchased Type 37 bulbs from NAPA that came with the plastic base which is not compatible with our dash. Removing the bulbs from the base revealed a different style of base, they did not carry the bulb only. Found all bulbs at O'Reillys or Auto Zone for less than $3.00 each. Jaguar dealer stated bulbs were three different types and ranged in price from $13-$15.00 each. As noted be very careful with the connectors and be certain the lever is latched in the fully open position when you seat the connector or it will not engage fully and you will have to go back in.
Adding to what everyone else have said.... I just did the replacement about a month back. I installed LED bulbs and love the end result. First, LED will run cooler and brighter and also work with the dimmer. All positives. If you use LED's, remember that the are polarity sensitive - test and mark the bulbs before installing - plus is on the bottom land on the instrument panel circuit board (if I remember right).
I did have problems with the connection between the circuit board and the bulb holder - the lands on the circuit board are quite small and you need to check the spring wire on the bulb holder. It is a sloppy fit and for me, one bulb died after a bump in road.
Since this is somewhat of a pain to do, don't get cheap bulbs as I did. I will replace my 194/T10 bulbs again and will probably get the "hooded" Sylvania LED's. I am using those on the front parking lights and the are nice and bright.
Good luck