1. Are rectangular 2x3x4mm led's still the go-to led size for switches?
2. Which size SIP sockets do I get for rectangular 2x3x4mm led's and where to buy?
3. Are they a pain in the ass to install?
4. Am I better off just soldering the LEDs?
1. Rectangular 2x3x4mm LEDs are still the go-to size, since they fit into the switch cover better and are less likely to hit thicker keycaps.
2. You'll want "standard" diameter holes in the SIP sockets (the part the LED leads will fit into). I would use
nuclearsandwich's recent GB as a reference and get the
SIP sockets he bought (or at least the same dimensions). And FYI, the LED size won't impact what SIP sockets you need unless you have such a large LED that the leads are bigger.
3. You will need to remove the switch top, insert them in, and solder them to the pads on the PCB. The extra work over regular LED installation is opening the switch and inserting the sockets (they can be finicky). This means that if you have a plate that doesn't allow switch opening, it will be
a lot more work, because you will end up desoldering all the switches. If you don't need to do that, the added difficulty is just opening the switches which is tedious but not too bad.
4. Only you can answer that.
If you know you'll be swapping LEDs every couple months, SIP sockets can be worth it. If you have no intentions to swap LEDs, it might not be. It will also depend on whether you have an easy way to desolder the LEDs or not. You'll have to decide this for yourself.
Also, check out
this thread on SIP sockets for more info.