I actually have! It's basically as CajunBlitz depicts. I put Whelen Vertex's in my fog lights. Super easy to do. They are single layered, so you don't have the complications with drilling two holes. The housings are small, so the vertex gives a big punch!
The taillights are very straight forward as well. I did Vertex in those as well. I do wish it was a tad bit brighter though. Maybe the Axixtech or similar, which have more LED's would be better suited.