I can comment on some of your questions:
First, the USA outline. Super simple to change that color. However, if I recall, there may be some clearance issues with the tops of the bulbs in some of those positions because th insert is so narrow. Get some LEDs (I like comet) in the colors you want. They'll be the 555 type. You might want to contact them before you buy to make sure you don't get ones that are too tall. I don't think their "bullet" bulbs will work.

You can definitely change just the ones you want, but you may find that it looks kinda wierd with some LEDs and some incandescent. But not a really big deal at all.

Bumpers: when you say "replace", do you just mean replace the caps? If you're just looking to change the color, that's the way to go. Pinball Life sells replacement caps in all sorts of colors, and they're pretty cheap. You could leave the standard bulbs in there, or you can put colored LEDs in there. Either will be fine.

Come to think of it, Pinball Life sells LEDs that will likely fit around the USA, too. Get it all in one order.

I'd recommend buying a bunch of different LEDs and then you can experiment. You basically can't make a mistake (as long as you buy the correct base). It's mostly personal preference.

Can't really comment on the blades or backboard. No experience there.

Jeff