First off - Your SNES controllers are not parallel devices. There is a Serial converter chip inside each controller that converts and "pressed Button" information into serial data, which is then clocked into the SNES. If you want to put LEDs on each pushbutton (which I cant understand why you would want to) you're going to have to get real creative and stuff a bunch of 2N2222 transistors (as buffers), limit resistors and (or course) LEDs into your controller.
Second – Those are SMDs (Surface Mount Devices). There are Resistors, Diodes, Capacitors, and Transistors etc…. The one pictured is a resistor. It is probably a high tolerance (1%), that’s why it has four numbers. If your not sure what it is, look at the circuit board for a hint. That pictured resistor is labeled “R10”, for Resistor number 10 in the schematic. Diodes will be, for example D10 – Capacitors C10… etc….
I hope this answered your questions. 8)