Multiple LED over Serial communication with Arduino
You are the author of your particular embedded program, so you can pick whatever you want the sequence to be. Obviously if you're working for a company or in a team, you should arrive at a choice unanimously.

If you are only ever going to control 12 LED's, you could pick 13H as the "end" of group*. You could also pick 99H, or the tab or newline character.

What future commands might you implement? Different commands to indicate the LED's should chase, sequence, fade in, or some other effect? Plan your serial commands accordingly, leaving some to future implementations, as best you can. But don't get carried away - some programmers spend too much time planning for features that may never happen.

*Assuming that LED #1 is 01H and "all off" is 00H or something.