I did the smoked route.
The key for the fender ones is to just pop out 3 rivets (2 on the outter fender and 1 near the hood) and try to get you fingers in there. If it's still too tight for your fingers pop out more. I broke no rivets. Recon led's has a good video on youtube showing the removal of the fender lights.

Obligatory pics:
turn signal with orange bulb (plenty bright for those who wonder)


Stock vs. Smoke


Fender marker light (should have done the blinker mod while I was at it)