[jdiwnab]

Andrew, look at the documentation available online for the pinout guides and the manual for the OI and RC. These will tell you more that you would ever want to know. As previously stated, there are 11 LED's available. The proper pins should be in the docs. To wire them, get a DB-15 hood or a "game" cable (they are the kind on the joysticks. You could use a joystick that you don't want anymore and cut the cable off). You will want a good pair of strippers because of all of the wires. Strip the wires and have them separated somewhat. following the pinout, use a multimeter to check which wire is on which pin (there are some standards, but this will nearly always work). Hook the LEDs to the pins you want and then place and hide the wires (if you want to look good, or you could display it for all of it's ugly glory). For the extra buttons, you can splice a cable into the joystick cable or into your new LED cable.
(I'm not completly sure about the rest of this): Switches are between ground and a wire. close it and it is on (logic 0) or open and it is off (logic 1). For multiple postion switches, wire the ground to the grounds and the multiple wires to the other side. For POTs, I think the input could be an analog value and you can deal with it in your program.

But read the documentation. They tell you what pins you need and what things do. Those documents are your friend.