Ex D,
The Cap idea is a fairly good one.
LED's do pull current, not much but sum.
Unless you use a truly huge cap, you won't get much current from it. All the charge and dump cycles will beat it up and eventually destroy it's service life. Caps like to work in 'steady state service', not hard charging and discharging.
Each LED pulls roughly 10ma. You would need about 100 of the LED's to pull what a regular 12watt bulb in your car pulls.
The trick is not to use just a cap. But a transistor switch. The transistor can take the current draw. (and overload w/o fail, should it's output be shorted) A transistor switch can fit inside of a small box or a 35mm film can.
If there is a lot of interest in this, I can create a little circuit that will do this task.
It can be made with standard Radio Shack parts and a little skill. Depending on how fancy you want, the time can be fixed to some pre set value, or variable with the additon of a little adjustable resistor.
Add a few other cheap parts, and the turn off will be gradual fade, rather than a sharp turn off.
I have been doing weird little industrial electronic projects for years, this would be just one more.
Ive modified circuits for various ham radio repeaters. Built a cash drawer interface for a PC. Made a 'relay less' linear power amplifier for high speed VHF packet radios. Built some exotic mobile radio direction finding circuits. Ive built some strange goods over the years.
Like most stuff that goes into cars, the electronics are simple, the instlation would be a nightmare. Are there sockets and wires already run in the doors or will that all have to be added?
Since you seem to have LED's in each door pull the circuit would sit between where you get the key signal from and the wire going to the LED's.
Depending on how you did this, there will have to be some flexibility.
For example if we hook it up like the door switches are used. A wire is grounded and the blub is pulled to ground. If that's how your LED's are hooked up one variant can work that way.
If your LED's are connected to ground and your power switches on the high side, I can work that as well.
The trick would be to make the most of what's already built into our cars. Will have to look up the wire harness in the Hayes manual tomarrow and see what's in my 99.
If your interested, I can work up a prototype, and a little simulation ckit. Shoot me a message with your regular e mail address. If the project costs more than 15 bucks, we are gold plating the thing.
Keep it warm

Jack Crow