There is no need to add a diode as an LED is ALREADY a diode (Light Emitting Diode). If using on an AC supply (such as some older games - EM etc) the brightness may be slightly reduced but probably not by much. In the case of AC it does not matter which way around you mount the LED as it will work either way.
The most important thing is to use trhe correct value resistor to suit the voltage you are running at. 220ohm for 6V and 1.2K ohm for 12V that way you won't frizzle the LEDs.
On another auction they are offering: free resistors for 5V / 7.2V / 9V / 13.2V, which will be wrong for GI on a pinball?
