Okay I believe I already know the answer to this as I asked my electrical guru but want a little confirmation before I buy. So on my On30 stuff I am currently running DC but soon enough with be running DCC. I have some coaches that flicker quite a bit as they ride around my wife’s little Christmas layout. It got me thinking about adding a capacitor to smooth it out. But was told capacitors are polarity specific. And since I want to change to LEDs they too are polarity specific. I was told to add a bridge rectifer ahead of the cap which is ahead of the LED, and that the rectifer will maintain output polarity despite the change in input polarity due to reversing and eventually the same basic thing with DCC. Everything I keep seeing is for converting AC to DC. But I did read and instructables article that did talk about DC to DC polarity maintaining. Basically in dummy terms switching polarity on DC is in essence what AC is already doing. So it works. Before I spend any money buying rectifers and caps I want to make sure I am on the right path.
Bridge rectifiers do indeed take any input voltage and ensure the plus output is always positive (or zero) relative to the ground output. That is whether the input is a sine wave-ish signal like what comes out of the wall socket, or a DC signal that switches polarity sporadically.
Capacitors are generally not sensitive to voltage polarity.
Note that you will lose some voltage going through a bridge rectifier, as the diodes involved have a constant voltage drop. Should be about 1.4 volts lower with a full bridge rectifier.
My EE is rusty but Wikipedia is your friend, maybe. So far it agrees with my recollections.
I am finding out this is more complicated than I thought. While my electrical guru and now Jim say yes. I am reading online the answer is no and I contacted Lighthouse LED and he said he didn’t think it would work but honestly didn’t know.
Reading the article you posted Jim sounds like I need a very specific type which is a “full wave Bridge rectifer”?
Ok, so 2 people who claim they know what they are talking about say yes, one who doesn’t know says no. How can you possibly decide?
Well I would have assumed that the guy selling LEDs and electrical components would know. But I now think he doesn’t becuase it certainly looks like what you are saying is correct Jim. This is why I asked because of conflicting info.
One thing I know for certain is I DONT KNOW. and I have a tendency to buy things only to find out later they won’t work the way I thought. Just trying to prevent that. Fortunately they are cheap. But I am comfortable that you guys are right.
Full wave is the right one to get, I believe. As you said: cheap.
You will still need resistors for your LEDs
Devon said: Rectifer and has been reported to the moderator !
Yes I will put in both Caps and resistors ahead of the LEDS.
The cap goes in parallel to the resistor+LED
Heck, just try it and then the rest of us will know the answer 
So it would be rectified then ?
That would be correct, Roo.
To further confirm what Jim and Mike said I found a discussion on reverse polarity protection. The first method just prevent the incorrect polarity to pass to the device thereby preventing it from powering up. But the second method is exactly what Jim and Mike are telling me. Here is what the article said
" Bridge Rectifier for Reverse Polarity Protection
A second protection option is to use a Bridge Rectifier (otherwise known as a diode bridge) on the circuit input. This is a device made up of four diodes and more usually used to rectify (convert) AC voltage into DC voltage.
Bridge Rectifier for Reverse Polarity Protection
A second protection option is to use a Bridge Rectifier (otherwise known as a diode bridge) on the circuit input. This is a device made up of four diodes and more usually used to rectify (convert) AC voltage into DC voltage.
As shown above the two power source DC connections – one positive and one negative – connect to the AC input terminals (labelled ~) on the bridge rectifier. No matter which way around those two are connected, the connected circuit will receive the correct polarity DC. It is handy that the circuit will work no matter what the input polarity, but double the power and voltage is lost in the bridge rectifier than was the case with just the series diode because the current now has to pass through two diodes."
Just hook things up with good fuses , if fuse blows ( or in my case the expensive part melts to save the .05 cent fuse) they try the other way.! Experimental electronic work is always fun and “exciting”
Especially if it’s someone else’s electronics 
My go to sight for LED circuits might help ya:
http://trainelectronics.com/articles.htm
Some of the articles on the above page are shown below
LED Related Articles:
- Crossing Signal ID Badge
- A Simple Constant Brightness LED
- LEDs 101 - Introduction & Overview
- LEDs 102 - Using them Onboard Trains
- LEDs 103 - Turning them On and Off
- LEDs 104 - A Better Constant Brightness Circuit for LEDs
Multi-Function Crossing Controller (NEW!)
A Lighting System for Mr. Rogers Trolley (drilling LEDs)
Wow thanks Dave there are already a few things on there I would like to learn
I install Bridge Diode Rectifiers for Arduino Cylewet Brand on DC Boost Regulators which are polarity sensitive…without the Diode Rectifier installed the Boost Regulator will burn up using reverse polarity. The Diode Rectifier solves that issue for install a DC Boost Regulator onto older LGB locomotives with the 18 volts lights and smokers. I also use the DC Boost Regulators with Diode Rectifiers into customer locomotives using analog power for installing LEDs, such as the Massoth LED Spot Light which I use as a Cab Light in LGB Moguls (Moguls don’t have a factory cab light). In the photo you can see the Diode Rectifier soldered to the DC Boost Regulator that I was installing into an older LGB Stainz locomotive. My Website has information about these devices: LGB Locomotives Parts | LGB Parts & Accessories | ESU & Massoth DCC Parts (olddominionrailways.com)
Perfect Tom. You addressed the very reason for the question as did Jim and others. The need to control polarity for DC lighting LEDS where polarity is reversed due to the track power being reversed. Can’t wait to see this go to work in my On30 stuff to stop the flicker. Thanks for the reply