TB, congrats on seeing it come to life for the first time!
The steering wheels not being centered properly - that's something you can correct with your radio, or sometimes it can be a mechanical adjustment. Some radios (and I'm not sure what radio you've got) have a programming menu called 'sub-trim'. Sub-trim will adjust the centering position of the servo. In addition to that, you can also adjust the regular trim, without going into a menu. Under, or along side the stick that you are using for steering, there will be a small little slider switch, or momentary push button that will adjust your trim as well. Check your manual for more info on that. Basically both of these features will adjust the servo's centering position, and if your radio does have a sub-trim adjustment, adjust that first. If it doesn't, then use the regular trim adjustment switch or slider, along side the stick. If neither of these give you enough adjustment, then put your trims back to the default 'zero' position on the radio, and you'll have to make a mechanical adjustment to your servo arm, or the linkage going to the steering knuckle. You can remove the servo horn, and turn it one spline to the left, or right, depending what you need. Do this with the servo powered up so the shaft will hold what it thinks is it's centering position. Putting the servo horn back on the shaft, you'll see that you can get it close, but often times not quite perfectly lined up so it is parallel, or perpendicular to your linkage. That's where you'll adjust the sub-trim, or regular trim again. It takes a little playing around, but you'll get there. After doing it one time, it will be really easy the next.
If the servo is turning the opposite way you need it to, then as woodhog said, you'll need to reverse that servo. Your radio will either have some small little switches to do this, or else if it is a computer radio, there will be a menu where you can switch it internally in the programming. You can reverse each channel individually, on your radio, so make sure you do just the one you need. Check the manual. It'll talk about how you can do this!
As for the lights, I'd keep the LEDs. LEDs are more efficient then any grain of wheat bulbs, and as long as you don't push to much voltage through them, they'll outlast everything else on the truck! I wouldn't worry about them being to bright! That's minor. If you want, you can always use a larger value dropping resistor to make them dimmer too. Although if your grain of wheat bulbs are 1.5 volt bulbs, then it really makes it easy to wire them up to a AA battery, if that's what you'd like to do. I would still go with LEDs, but that's just me. LEDs aren't difficult to wire up, once you know what you are doing. Check the tutorial on wiring LEDs, if you haven't already. It's found here -
http://www.rctruckandconstruction.co...read.php?t=441
Post some photos of your new ride! Even if it's stock, we'd all like to see it.