For those who asked, this is where I get my LEDs from. There is a wide selection of pre-wired 12v LED on eBay, available in many colours and sizes. I mainly use the 3mm and 5mm versions in red, yellow and white.  There are other colours if you are interested in different ideas. These are simply wired in parallel and fed directly from a 2S or 3S lipo. No need for a light box or a connection to your receiver. I run mine directly to the ESC input lead on some of my RCs while on a couple I have them on a remote switch. 

Here is the link to the LEDs