not personally, though word of advice...they need to be wired in to the car, simply swapping the bulbs out could result in a fine/points for improper use of fog lights
I replaced the stock fog lamp bulbs with LEDs quite some time ago, and they worked out fine, no problems. I never found the stock bulbs to give that much illumination anyway. The LEDs don't project very far, so I'm not sure how effective they would be in fog, and they are white anyway - not the best color for fog. But they match the Xenons very well, and are bright when viewed from the front.The LEDs I put in were something like a 30 LED bulb (H11), but just this weekend I changed them out for CREE LED bulbs (H11) from bmw LED http://stores.ebay.com/BMW-LEDs ($34 USD) which are interesting because they are very bright, and have a small projector lens in front of them. I have not had a chance to check the effectiveness at night, maybe tonight.
nfarmer,
No, Load resistors came with the set of CREE LEDs, but they were not needed. Previous LEDs did not require them either.
I think that the fogs are not on the monitored circuit to give the bulb warning.