The Cruise Commander has the required load capacitor to connect LED's without a load resistor. The Cruise Commander Lite does not have the load capacitor, so you add a .01uf 50V cap that is provided with the CC-Lite across the lighting outputs.
You will also need a series resistor if you're connecting bare LED's to the lighting outputs, the 470 mentioned is the right value. I also add a diode in series to prevent damage due to reverse voltage, conventional mode lights get full-wave AC.
Finally, TMCC (other than the aforementioned Cruise Commander and other ERR TMCC products), will require the .01uf load resistor to force the triacs to fire with LED lighting.