I forgot to take pics as I was doing it. It's hot as hell outside and my the only thing on my mind was getting it finished. It's relatively easy to do though, requiring little to no technical skill.
1) Pop off the cover on the inside of your door that hides the bolts holding your sidemirror to the car.
2) Remove the sidemirror by backing off the nuts and (for power mirrors) squeezing the clip through the hole as you pull outward.
3. Once you have the mirror housings off the car, pry the actual mirror out of the housings(gently) using only your hands as to not break the glass. Notice that the back of the mirror is not exposed, but covered in plastic... this must be removed. (next step)
4. I used a razor blade and mocked up the LEDs on the plastic to see how big of a hole I needed to make in order for the LEDs to fit into the plastic backing. Then, VERY GENTLY, cut the appropriate size hole. Be sure to have the mirror face down, flat against a firm surface when applying pressure with the cutting instrument so that there is no awkward torque or stress on the glass(it is very brittle and thin and WILL break if you strain it)
5. Once the hole is made you will need to secure the LEDs to the rear of the mirror(facing out, shining through the glass) so they do not come detached while driving due to rough road, bumps and such. The LEDs that I was using were already assembled in a neat little plastic triangle, with screw holes on the corners that I used to screw it into the outer edge of the hole I had made. Depending on what LEDs you are using, I imagine that silicone would suffice to hold them in place against the glass.
6. Next you will just need to run wire from your actual turn signal bulbs to the LEDs. I just used speaker wire and stripped back about an inch at the ends, which I fed down into the leads of the harness that attaches to the bulb for my corner lights. I ran that wire through the fenders and jumped across the door jamb behind the dorr panel and up into the side mirror housing.
7. Put everything back together, and you're done!
I Know I'm leaving out details, because I started out with one of the major components already assembled (the LEDs) and your set up might be slightly different. Any questions, feel free to ask. Sorry I didn't think to do a proper write up on this. It's easier than it sounds though.