Ok, let's try this again. i just typed a whole post with detailed instructions, a link to a picture of the climate control and the part numbers even. Then lost my internet connection. All this has been posted before, but every time a new member comes here looking for this information, they refer to the panel differently. These are the search terms:
Climate control lamp or bulb
A/C lamp or bulb
heater display
and finally the way Honda refers to it:
Heater Control (auto)
As Igobuk says, the preferred Odyclub dash removal method is to shift into D1, and get your fingers behind there and yank. Hard!
Then you remove all the connectors. No worries, they are all different and will only go back where they came from. Depending on your model year and options, they include:
Interior light master switch
Airbag off indicator
Fog lamps
Two connected to the heater control unit. And one to the rear dial.
At this point I moved to the bench to lay it down. I also removed the plastic back (six screws, the center bottom two hold the circuit board down and do not need to be removed) as the lamps will do their 1/4 turn but not come out without doing so.
The cheap lamps from Radio Shack shown in the clock lamp replacement thread will not work. The lamps for the climate control are different sizes and most have colored sleeves so they match the dash. Here is a picture of the heater control for EX's:
http://www.bernardiparts.com/SearchResults.aspx?SearchType=Model&Image=14S0X0_008_0002.GIF
There are four different bulbs listed. This is the number for the backlight of display itself. It has a black base and is small with a blue sleeve: 79673-S84-A42-010
Another bulb with a white base that is larger (I bought it by mistake but I think it is for the dials): 79672-S84-A41-009
I will update this post soon as my temp dial light is now out. I hope the wrong lamp I already have is the one. You (and I) will soon know.
Ok, I just replaced the temp lamp and it is indeed the second lamp part number listed. There are two lamps for the temp control, i still need another.
The third number: 79671-S84-A41-008
is for the bottom row of buttons. There are two. They have a white base and are smaller.
The fourth lamp listed in the Barnardi link above is for the rear control. It's number is: 79670-S0X-A01-007