I just changed my lights today to "neon blue-ish" coloured bulbs. Looks very nice, but not that easy to put into an R34. Thought i might lend some help since this topic comes up when u google "changing r34 parker lights" or somthing and theres not really a detailed explanation of how to take the plugs out and put them in.
The driver side parker lights are located right beside the Headlights, the big round looking thing. U can just see the rectangle plug sticking out from deeper inside, grab the plug and twist anti-clockwise. If this is the first time opening the parker lights, it can be hard, but it will move. Apply a strong persistent pressure, do NOT jerk it. The plug turns about 90 degrees, then u can gently wiggle it out of the socket. The bulb also wiggles out of its socket, put the replacement bulb in, check if it works (to see if polarity is right) and put it back in.
The passenger side parker lights are a LOT harder to get to. I have huge hands, but i managed. These parker lights are reflectively the same position beside the headlights, just a bit deeper in, and the chasis takes up a lot more room. I reccomend using a long nose tool or some sort of tool to grab the rectangle plugs, once u have managed to turn the plug 90 degrees, you have to pull it out till it hits the ridge, then twist it such that one side of the ridge comes out first, then the rest. Bit hard to explain, but you'll get the feel for it. Then repeat for replacing the bulb and test if it works, put it back in.
Enjoy