Relays are NOT needed as the power drain is much lower for LEDS. You can swap just the blubs but if changing signal light blubs to LEDs you will also need to replace the flasher unit since the original flasher unit works off the amps draw of the bulbs... i.e. it is like a relay that heats up the contacts which then expand and open, cool and close thus flash the lights.. with LEDs the amps is so low the old style flasher will not heat up and thus will not work. A electronic flasher will be needed.
There are LOTS of options out there for LED replacements, superbrights are good products but come with a price. Check eBay for China and Hong Kong suppliers. A couple of years ago I replaced all the bulbs in our motorhome, over 50 of them, with LEDs. I purchased off eBay from Hong Kong and China for 1/10 what the U.S. suppliers were asking. And yes, the U.S. suppliers are buying from China and Hong Kong