Change of RGB LED to cheaper one
You should be fine with just about any small LEDs you get. According to the Raspberry Pi GPIO guide, they put out 3.3V when turned on, which is more than enough for the other LEDs you linked to. As long as you don't forget to put the resistors in series with the LEDs to limit the current, they should work just fine.

There will be a difference in appearance since the Sparkfun LEDs are diffused plastic and the other ones you linked are clear, but that's a matter of your preferences. They should light up without a problem.