there are a few articles out there on going from 6v to 12v.
The main requirement is for a 12v regulator - most people rip the insides out of an old lucas box and then afix an electronic regulator inside, soldering it's wires to the internal connections. This retains all the original external wiring and connections.
The dynamo itself doesn't really care, as it's output is well in excess of 12v anyway which is regulated by the regulator. It will need to spin a bit faster to make it to 12v, which is where the LED bulbs come in (they require less load in the first place).
The bulbs need changing but the horn will cope. Obviously you need a 12v battery too.
No other changes to the wiring
The LED bulbs draw a fraction of the current required for incandescant bulbs, which means the dynamo doesn't have to make up much current. You can run much more powerful incandescant bulbs if you want on 12v, but need to ensure the bike is running faster to keep the battery topped up and the lights bright. Running around town for long periods is probably the worst scenario, but I suspect most of us are doing between 30 and 60 on smaller A and B roads, which is easily fast enough.