The issue you guys are having with converting to LED is in the front wiring harness with the way the OEM wired the side marker lights. They are grounded through the #2 Turnsignal lamps filament (which is why when that lamp burns out you loose the sidmarker lamp, and the sidemarker turnsignal). You can use a standard SPDT relay to essentially drive the side marker with the only difference being that the side markers with flash in unison with the front lamps always instead of only when the parking lamps are off.
You will need to cut the wiring to the side marker. (I'm using the FSM for my 99, but I would think it's safe to assume that all 97+ use the same colors on the front end light harness.)
Left side
Brown is your Parking light
Lite Green is the Turn Signal
Connect the relay as follows.
Brown from the harness to the Common or #30
Brown from the side marker lamp socket to the NC or #87a
Green from the harness to the coil #86
Green from the side marker lamp socket to a ground
Ground terminal #85 on the relay.
Finely insulate the #87 terminal on the relay to prevent shorting out.
Right side
Dark Green / Yellow is your Parking light
Tan is the Turn Signal
Connect the relay as follows.
Dark Green / Yellow from the harness to the Common or #30
Dark Green / Yellow from the side marker lamp socket to the NC or #87a
Tan from the harness to the coil #86
Tan from the side marker lamp socket to a ground
Ground terminal #85 on the relay.
Finely insulate the #87 terminal on the relay to prevent shorting out.
Ideally I would make an attempt to locate the relay in a location where it is protected from direct sprays of water, and to seal all you wiring splices to keep moisture out.
Note you will still need to use a electronic turnsignal/hazard flasher unless you want the speed flash.