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Anywhere from 680 ohm - 2200 ohms will work depending on the brightness you want. if they are white LEDs then they usually operate between 2.6 and 3 volts.
Just make sure you select the proper number of LEDs.
I have another question though. I have 2 Bachmann DCC locos and would like to convert or add LEDS as the current incandescent lights are not very bright. Does anyone know the specifics of doing this? I can probably answer my own question my testing the voltage supplied to the running lights and then using a resistor if even needed to keep from killing the LEDs but just wanted to get some input from someone with experience doing this first.