I'd use the full syntax, to be HTML / XHTML agnostic, and be explicit about action and method:
client.write("<form method='...' action='...'>Led Off <input type='radio' name='led' value='off' />");
client.write("Led On <input type='radio' name='led' value='on' /></form>");
IIRC a form without an action attribute will behave differently on different browsers.
[edit: Oh, and where's the submit button? ]