The first question, IMO, is: "Are these replacements legal?".
Even the most extreme, "I'm going to do what I want and no one is going to tell me..." advocate is likely to try to defend the position of replacing a light with an illegal one is good practice unless some significant advantage is evident.
That said, I use some LED's which are not approved because they appear to provide significant advantage in being seen without irritation/issues for other vehicles. I recall one discussion with a fellow rider who had installed some LED lights which he acknowledged were not as good as the original (and approved) bulbs. His final justification was that the had spent quite a lot of money to buy them and wasn't willing to "waste" his money by taking them out. Where is the face palm icon?
LED generally use less power than do incandescent which can be useful in power conservation (allowing other stuff to be operated). Another aspect of LED versus incandescent is that incandescent broadcast a fairly broad spectrum of light frequency. LED broadcast a very narrow spectrum which is why LED lights which are aimed directly into the eye appear to be much brighter than does the incandescent. This makes LED very useful as indicators but less advatageous in providing light to see where one is going.
This light frequency issue is noticed also when placing an LED of one color behind a different colored lens. The light can almost dissappear.
Signal lights are an easier call than the other lights because one can compare one side to the other quite easily. Simply install into one side and compare with the other. Jumper the two sides together so that both sides flash together and the difference is graphic. Check them out and ask some friends to do so. You have already concluded this method, I am certain but only offer to illustrate what I do and in case someone has a superior method.
Brake and tail lights, I like to get opinions based on, "Do you think other drivers are more likely to notice this light?, and, "Do you think this will bother others?".
I've always tended towards adding additional lights for reliability/redunancy and for additional effect. This has iindicated that there may be some advantage to having both incandescent and LED operating in unison. Example: the read of my bike uses original incandescent signal bulbs because these are needed to allow the front LED's in the signals to operate as both running and indicators. I added a pair of turn signals to the side boxes which are LED. The difference in how the lights come on and wink out catches my attention and others have agreed. I tend to think that causing someone's subconcious to pay attention and so shift to concious thinking might/should be an advantage in not being hit by the inattentive driver.
The lower power draw required by an LED can allow a limited electrical system to power more lights or to free up power for other purposes. The advantage is obviously greater for lights which are in continuous use than for those such as brake and turn which are intermittent. The lower power draw can also help with regards a poorly sized wiring or switch. The LED may be advantaged because the heavier draw incandescent will create a larger line loss/voltage drop so will "receive" less power.
Headlight? Tough one..
My experience with LED headlights is very limited as compared to other lights. Here's what I know and what I think I know. For brevity will not differentiate significantly.
HID headlights draw up to 4 or 5 times as much current for a very short start-up period during which the power drops to less than 1/2 of a comparative quartz bulb. This is only a problem if one attempts to power the HID through the original wiring/switches. A typical HID headlight bulb produces similar light to an almost double wattage quartz bulb so a clear winner from that perspective, IME. The question as to whether there are light aiming issues is a different one which as been discussed to a huge degree without clear conclusions, IMO.
LED headlights come in three categories, IME:
1) DOT approved lights as part of an OEM fixture, much like HID. If one wishes to have a strictly approved one, this appears the only solution.
2) Aftermarket bulbs such as the H4 replacements common on EBay which produce about 1/2 the light output of the quartz bulb, according to the published ratings. IME, this reflects appearance. These are quite inexpensive.
3) Aftermarket bulbs which duplicate/exceed quartz bulbs which cost an arm and a leg.
I install many HID because of the modest cost + riders like them because the can see better, don't receive negative feedback from other drivers, and they use less power than original quartz. The lower cost (#2) LED don't provide nearly as much "see where you're going" light so lose out excepting for some limited applications such as trail bikes which have very poor lights so the LED in a better reflector works better.
I'm not accepting that a much higher cost LED high output (#3) headlight is superior to an HID which performs just as well at a fraction of the cost. HID bulbs are more easily available, IME, while travelling so one can more easily replace which isn't a small thing for some.
Odd, fabricated things can be less than ideal when the fail away from home.
Not certain that some or any of this is useful to you but reflections would be of interest to me as always interested in others' views.
I have only installed replacement bulb type LED into Gen2 lights but plan to find a solution to using something like these EBay panels which fit nicely into the front turn signals on Gen1 and into the rectangular truck clearance lights which work well for additional lights.
I use them in vehicle dome lights an RV house lighting. The adapaters won't fit the large bayonet bulb sockets used for KLR signals so I break the glass from an old bulb to make an adapter.