If you are trying to do this in a pre 2008 (facelift) Mazda6, I purchased my bulbs from:
http://cgi.ebay.co.uk/ws/eBayISAPI.dll?ViewItem&item=190510970759
and they can help you with a guide to remove it too.
Go to fixmysaab.com and search for interior lights center console. This provides photos and part numbers for bulbs for center console lights, including winter mode bulb, cigarette lighter bulb, central lock bulb and gear selection bulb. Bulbs can be purchased through www.thesaabsite.com
The shifter light on the center console of a 1999 Honda Civic can be reached by removing the center console assembly. Loosen all of the proper screws and pull off the assembly. Once the bulb is visible replace the unit using an appropriate sized bulb.
Toyota Camry 1999 model - replacement of interior console light
Begin by removing the 2002 Jeep Liberty shift console retaining bolts. Lift the shift console up and the light bulb will be visible. Take hold of the light bulb, push in and turn at the same time to remove it. Reverse the process to install your new shift console light bulb.
See "Related Questions" below for instructions on removing it - I seem to recall once you get to about step 2, the lightbulb should be accessible.
How to change light blub in console on a Ford F150.
If the light for the gear shift on the console does not work on a 2002 Toyota Camry, it is probably a burned out bulb. The console will need to come off to access the bulb to change it. This part is held onto the console area by screws.
For Low beam and high beam, it is H1 bulb.
under the dash in the center console, it's big and red.
I have a Haynes manual and it shows that you pry off the molding around the shifter. At the 4 corners there are screws that allow you to remove the plastic shift console. Inside on the drivers side is the light bulb. Mine is also out. I have been trying to find out the bulb before I disassembled the shift console. Do you know the bulb spec? Pat Dailey patdailey@comcast.net
change bulbs in gear selector of 2001 oldsmobile aurora
There is a small light under it. Remove the console and change the bulb. If the console doeswn't come off easily, there is still a hidden screw somewhere. Hint: there are screws under the console cup holders.