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CAN lines in the most common implementation have 60 Ω impedance between them.  Anything that is substantially larger than that won't effect the lines much.  I'd use 1 kΩ at least, preferably more.  The lead from the bus line to the resistor must also be short to minimize the characteristic impedance disruption of the bus.

That all said, putting an indicator directly on a CAN line is not a good idea in the first place.  Think of what the user really wants to know in the field, which is whether CAN messages are being transmitted and received.  This is best done by the microcontroller when it transmits and receives packets.  Now there is no electrical impact on the CAN bus at all.

Another advantage of having the micro control the CAN activity LEDs is that it can do pulse stretching.  One CAN frame is usually too short to cause a reliably visible blip on an LED.  I found that 20 ms is about right for the minimum LED blip duration.  The firmware essentially implements a retriggerable one-shot for each event you want to show activity for.