I've not had much experience with LEDs in my cars. A PO put them as Dash lights and license plate lights in the Aero, and I pulled them. (Due to the nature of LEDs, I personally do not believe that they are viable replacements for gauge bulbs or applications where you expect to dimm them)
For a 3rd tail light, as a drop in bulb replacement, there should be some out there. Not sure how many bulbs your 3rd light uses, I know 1-2 seems std on my cars, but if you have a longer one that uses 4, and you're so inclined, gut your old one and build one yourself.
Maybe not in that order. COuld do some fun things if you went that route, maybe.
(I just looked over the site that James posted, looks like interesting stuff, and they say that their LEDs will dimm properly in a gauge cluster, so companies must be doing something different with their "bulbs" than they were several years ago.)