We have both incandesent, and LED, in our fleet. As a general rule, we have very little trouble with LED's burning out, even if they replaced a problematic incandesent.
Normally, through my supplier, incandesent stop/tail/turns run about $1.99(cost) vs $6.99, for LED's.
Some of the VSM and Trucklite bulbs use the standard 3-pole connector. Some of the more expensive units run a weather-pak/metri-pak(whatever) plug, for which adapters are available, and pretty cheap(compared to hacking up a harness).
The only trouble we noticed, is that hte LED's don't created as much heat as incadesents, so in the winter, the taillights will become covered with snow. The incandesents seem to run warm enough to keep them melted off.
If you do convert the harness, invest in some good quality NON-insulated connectors, and the heat shrink tubing, with glue inside. Trust me on this one. It is worth the investment, in not having to repair the harness everytime it gets wet.