I picked up a bulb for one of mine at a local GM dealer. The bulb is GM/AC Delco part #16208443, cost between $8-10
Here is a pic of the bulb too.
http://i28.photobucket.com/albums/c2...mradiobulb.jpg

And take a look at this post from another forum on how to replace it.---> Radio Backlight Lamp Replacement '97-'03 - Automotive Forums .com Car Chat