I just did this on my '03. Here's the steps as I recall:
remove two screws on the radio/climate control console and pop it out a bit
remove the kick plate cover (dash piece between the steering wheel and floor)
remove the kick plate (the metal piece you just revealed)
remove the 3 screws on underneath side of cover in front of the gauges
remove dash piece in front of the gauges
remove screws holding the clear plastic gauge covers on
remove screws holding gauge cluster in
pull it forward enough to gain access to the back of the cluster
now you'll see 6 black bulb holders (one of which is by the fuel gauge). you turn them counterlclockwise 1/4 turn or so to get them out and reveal the bulb. i found them hard to turn by hand, so used a socket (w/o ratchet) that fit over it well enough and that gave me the leverage I needed.
pull them all and replace them all with 194LL (long life) bulbs. you only want to do this once. i found that i had three out even though the only thing i couldn't see at all was my gas gauge.
while you're there, clean the gauges and the clear plastic cover!
reassemble in reverse order.
i took photos as i went in case you get stuck. it was really pretty easy and took about an hour to take apart, less to reassemble.
now, will someone tell me why the gas gauge seems to be hte one that goes out first for everybody who has this problem?