Indicator LED to Case - mechanical design
I would consider A acceptable- B and C are prone to failure by lifting pads if something presses on the LED. Only though if the LED is at a safe voltage relative to ground, because the LED insulation may not be adequate or it may break. 

D. SMT LED plus a clear plastic light pipe is good in several ways. It removes the LED mechanically and electrically from the panel, and the LED can be assembled by machine with the rest of the PCB. There are many different types- the below photo is from Digikey. You can get multiples too, stacked if you like, that use less PCB area. 



Extending the PCB E. is not a bad solution either. A small lens in the panel can be used. PCB area is pretty cheap compared to hand labor and you may be able to use the 'unnecessary' area to other advantage. 

There are right-angle through-hole LED holders that could be applied to the extended PCB scenario, eg. Dialight type (below again from Digikey). Some are not prohibitively expensive. 



I'm not a huge fan of these things- they seem to put crummy LEDs in them and they have the other disadvantages of non-insulated LEDs plus they cost some money. There are SMT versions too.