The speedo / tach lights on my 2001 Grand Caravan went out. The guy at the dealership tells my wife that she has to replace some computer chip? Shouldn't there be a fuse or something?

If you've only lost those lights and not the entire dash then the problem is not a fuse. Check the bulbs and if they are good then you may have a bad cluster panel. I've seen a few of these go bad for no apparant reason.

I drove it last night, and all the dash is dark except the odometer(digital).

all the lights for the climate control pannel are out too (I think there are supposed to be lights there)

We have a 2003 and all of our lights went out also. Brought it back to the dealer and they hooked it up to a computer and reprogrammed something ... took care of the issue in about 2 minutes and it was covered under warranty. The mechanic was very aware of the issue and took care of us with no problems.