There is a bulb in the back, and you must remove the vent to get to it.
There are four pinhole clips visible through the front -- you must
find something fairly sturdy to lift these while pulling the entire
vent toward you. It will be stuck, so go gently and DO NOT pull on the
outside trim -- this is just a plastic molding and it will snap along
the holes that retain the vanes. I used a vascular clamp since it will
hook in (curved jaws) and a small Trox driver. The vascular clamp let
me pull directly on the clip. Naturally, you need to pull all four
toward the center at once -- I do the two on bottom or top , then the
others alternately until they stay up.
Once it comes out, the bulb is in a little snap retainer on the side.
Press the outside part in and pull -- it's sticky. Bulb is a tiny one
with no base -- take it with you to the parts store as there are
several near the same size and the all won't fit. The factory bulb is
frosted, all the replacements I've found are clear, but I can't tell
any difference.
To reinstall, just push back into place. Make sure you have the duct
started correctly.
If you have a noisy interior temp sensor blower, it's right under the
vent and can be removed and installed through the hole, I think -- good
time to do it (both W124's at my house have a bad one).
Make sure it works before you put the vent back in, the bulb can seat
without making good connection, and it's a pain to get to. The center
vent should also light up, ditto for the markings around the headlight
switch. Center vent has a pair of clips like the side vents, but also
a screw revealed when the glove box door is open (may not be true if
you have a passenger side airbag and no glove box). You also must
unscrew the closing mechanism to get the center vent out.
Peter