I was in the OP's shoes about 6 months ago. I found the EEVblog soldering tutorials on youtube helpful.
I would also like to offer a dissenting opinion on SIP sockets. I originally put them in my board, but I wasn't happy with the outcome. The SIP sockets didn't fit into the switch quite right and made it hard to put the top of the switch housing back on. Then, some of the LEDs fall out when you turn the board upside down. Also it is hard to tell the polarity when you trim the leads to be short enough to fit in the sockets, so it's not like you are going to keep several sets of colors and switch between them when you get tired of them. Finally, when I disassembled the switches to remove the sockets (I had a problem and needed to replace the circuit board), I damaged some of the switches and have had trouble getting them to work properly.
I have promised myself that I will never open another switch again. It just isn't worth it. LEDs are cheap, and desoldering LEDs is a lot easier than dismantling switches to fuss with SIP sockets.