I recently installed in custom Audi style LED DRLs into my 2008 mazda 3. I used a relay and wired it to the fusebox. Then connected that to the battery and used a fuse as well. You can find the post on what I did in the Mazda 3 section.

I've recently experienced light failure with my LEDs. They are 7 single bulbs, and they seem to be individually failing. The weird part is that they seem to be failing in a sort of order. First, it was the inner two lights. Then the middle light on the left went out. And now the same light on the right is starting to go out. This is keeping it symmetrical which seems weird to me.

Any ideas on what it could be? Fuse? etc?

 

It doesn't sound like you have them wired series/parallel, but instead only wired in parallel. In other words all of them getting full power from the charging system.

Since most automotive charging systems have an output approaching 14v, and are not highly regulated, that could be the problem right there.

Most LED systems use bulbs designed for 3-5v and are wired in series groups, like batteries in a flashlight. 2 - 1.5v batteries power a 3v bulb. In a n LED circuit you are reversing that... by that I mean you already know what the power is going to be (+/-14VDC) so you need what you are powering to match that.
Either that or a separate voltage regulator, such as a 7805 +5VDC, needs to be installed to control and regulate the power going to them.