I actually prefer the SMD stuff as opposed to the TH, one of the reasons being repair, it is such a pain to remove the diodes if you TH solder them and you realize later, that you go the orientation wrong. where as SMD, it is just so much easier.
I don't know if there is a guide out there or if this is the correct method for soldering LEDs, but here is what I do: When installing LEDs, I have noticed that they tend to fall through the hole sicne nothing keeps them locked into their position. What I do is, have the keyboard facing up, place the LEDs, use a hard surface like a cardboard, flip the keyboard and place it on working desk so all the LED pins stay in the wholes, they do fall off a bit, but not out of the holes, I then use a needlenose plier or my hands, pull the LED via one leg (Gently, not to tight and the holes are large enough that both the legs are pulled up evenly even when only pulling using one leg). I then solder the other leg not held, let it cool and move to the other LED. After this is done, I then solder the other leg on all the LEDs, following by trimming of the pins.
Comments on technique?