I can't remember if there are any tutorials off the top of my head, but...
1. Front Map Lights
The housing that the map lights are in attach to the headliner via two clips. You need to pull this entire housing down to gain access to the map light bulbs. Wrap a thin, flat-head screwdriver in a cloth and insert it between the housing and headliner. It will take some force, but pull it down with the flat-head until you can get your fingers behind it enough to pull it down.
2. Rear Dome Light
With this, you do not need to remove the entire housing... yay! There is a plastic piece that covers the bulb that can be removed easily. On one side of this plastic piece is a little indent. Stick a small flat-head screwdriver inside that piece and pry the plastic off. The bulb will be easy to change from there.
3. Trunk Light
The trunk light... well it is different with the sedan and hatch. I haven't removed my trunk light for my Speed3 yet and I know that my old sedan is different. I'll take a look later today and report back if no one else has any advice before then.
4. License Plate Light
This is fairly easy as well. On the hatchback there are two lights for the license plate. Get under the car so you can see the license plate light housings. The housings are held onto the bumper with plastic clips. Take your flat-head screwdriver and stick it between the clip and bumper and that will release the clip. It may take a little finagling.. but you'll see what I mean when you get under there. Once the clips are released the housing will come off and you can pull it out to remove the bulbs.
Feel free to send me a PM (or reply here) if you have any questions.