I purchased a LN40A650 a week ago and my bezel controls don't light up either. Not that I plan on using them often it would be nice to see them.
I purchased my LN46A650 from Best Buy 2 weeks ago. The LN46A650 they showed me featured light up bezel controls. I cannot find how to access this feature on my set. It is impossible to see the control features unless you are 3 inches from the set! I would rather not deal with Best Buy B&M right now, as they tried to back out of an advertisement faux pas. I did get my set for $1259 after all was said and done, but, now I feel skeptical about their intentions.

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