I have put leds in a number of things over the years. Here are some of my tips.
1. You don't need a 9v battery. They can operate using just 3v. That's two aa, aaa, c or d cell batteries.As long as you have room for them. Even 3v watch batteries will work.
2. Led's have a polarity. Meaning that have a + (positive) and - (negative) to hook up. Very important to know which is which. The leds will have a flat spot on one side of the ring just below the bell part of the bulb. That will be - (negative). Also one of the wires on the led will be longer than the other.
3. The wire doesn't have to be thick or fat. This is all low voltage wiring. So you can use smaller wires.
4. Smaller switches work best.
http://www.modeltrainsoftware.com/microswitch.html These are the bomb. The this website also sells wire, battery housings and such.
5.Any wiring that can be seen can also be painted. Don't worry to much if the wire is exposed. You can paint the wires to match whatever you put them on. I have leds on my terrain and nobody can really see them because they blend in.
6. 3mm led are about 1/8" size for drilling. Use some step up bits when you drill. Dremmel tools make a nice kit that sells for about 8 bucks US. The largest one is 1/8". It's a nice set to have for pinning also.
I hope this helps. You could pm me if you have any questions.
Here are some of my projects.