Switching bulbs? PAR20 halogen to PAR20 LED, is this a problem?
Yes, you definitely should if you are able to line up an LED light and dimmer that play well together.  Incandescent is like neon: There is no earthly reason to invest in it for anything, unless you are doing something really specialty and cool.  

As always, the big-box stores are an endless fount of bad advice.