well you can get LED's all over the place, Try eBay, you can get killer deals on packs of LED's. Most LED's use very little power and using (typically 20-50mA). Typically they have the 9v battery power so they remain independent from the RC's power and usually for ease of installation, since not a lot of people are into soldering. It would be very easy to attach a connector to power the LED's off of a recivers extra channel or add it to a Y harness in line with the battery.

Here is a calculator that will tell you what kind of resistor you need to wire inline to prevent overvolting the LED's
http://www.metku.net/index.html?path...calc/index_eng

So as an example:
a set of 4 super bright blues LED's like this:
http://cgi.ebay.com/Blue-LED-Set-of-...QQcmdZViewItem

they need 3.2v min
4 in parallel
20mA forward voltage

You would need a 56 ohm resistor to drop the voltage for the LED's