We're big fans of LED lighting. It responds quickly, it generates almost no heat, it lasts for a long time and it uses minimal power. What's not to love?
We use LEDs from Diode Dynamics because they're the best ones we've found. They're made in the US to high standards, not just the minimum price. They've got constant-current circuitry to protect the bulbs from transients and offer a three year warranty. Even their lumen ratings are based on actual measurements instead of advertising promises. You can buy cheaper LEDs, but you can't buy better ones.
For the side markers, we have the option of amber bulbs that use your existing rear housings, or complete replacement housings that are either white or smoked when off but still light up the right color. Note that the complete housing sets are not made by Diode Dynamics and are sold in packs of four while the bulbs are sold in pairs. Some of those replacement housings have a slightly dodgy connector on them and are being sold at a discount while supplies last. We have a video showing how to install those.
The rear corner lights on an NB are not wired to illuminate from the factory, but you can splice our replacement housings in to your taillight wiring if you want them to light up.
Fog lights: 1999-00 cars use an H1 bulb. 2001-03 use an H3. 2004-05 use a 9006. Note that you can put a 9006 headlight bulb in the late foglights for maximum light output, but it's pretty dramatic.
About hyperflash: the flasher in your Miata expects some resistance from the light bulbs. If that resistance isn't there, it will flash faster, like you have a blown bulb. That's a clear sign of someone who has replaced their LEDs but hasn't paid any attention to actual function. It's a little embarassing to see. The solution is to either add inline resistors or install an appropriate flasher. We like the second option, but it's your call.