Reinstall some of the incandescent bulbs and see if they light. Maybe you have a shorted or partially shorted LED somewhere which is pulling down the GI circuit. Pull each LED lamp, one at a time to check for this.
Make sure you have the proper value fuse installed in the GI lighting circuit. If too high a rating, you could burn some wiring and/or start a fire in the machine.

It depends on the game. I think Bally "Old Chicago" for example could really pop with the correct LEDs installed. Colored LEDs really make the playfield inserts pop on EMs when you put the same color LED under them. When done correctly, LEDs can really make an EM shine. I'm a purist for the most part, but mods such as LEDs are easily undone, and so aren't terribly objectionable. The thing with LEDs though, is that it seems to take a little experimentation to get a desirable effect and when done tastefully they can enhance the appearance of any game.