You need to remove the wood trim around the climate control (carefully pry) and then remove the screws which hold the climate control unit to the dash. After removing it, you'll see what looks like a small octopus. At the head of the octopus is a bulb, and each tentacle is a fiber optic channel which sends light to the four switches that you mentioned.
The fiber optic tips can and do slip out of the switches. If replacing the bulb still results in no light to the swithches (although you can see the bulb itself light up), carefully pry out each switch with a small screwdriver and make sure the fiber optic tip is inserted securely. If the bulbs for the climate control unit are dim (I think there are four of them), it's a good time to replace those too.
The replacement bulb is Sylvania 2721.
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