These guys are wizards at lighting and, after following some very detailed builds, I was able to copy what they did in my own build!
I am wrapping up my first lighted build so maybe I can offer some basic advice: I don't know your expertise on electronics or lighting (I had none) so I will start where I started - Simple!
1. Have a plan! Answer questions about what do I want to do with the lighting? (As Trekriffic pointed out) What colors do I want? Where do I want them? I have written, drawn and made graphics about how I was going to light my model to the point that once I actually placed the lights, I knew where each was going to go! So have a plan!
2. Get a Pin Vice. In your plan, decide where the lights will show through the model. Windows and such will need holes made in the model. A Pin vise will help you make these. This is a drill bit holder that allows slow hand turning of the bit so as to not warp or burn the plastic. Also, in your plan, decide where you don't want the light to come out. Usually this is a majority of the hull. You will want to light block (a process of spray painting coats of black on the interior of the model.) This blocks the light from going anywhere but where you want it to. Then follow up with coats of white spray paint on the interior. The white will bounce the light around the interior for even distribution of the light while using less LEDs.
3. Get some LEDs of various colors. RED, White, Green, Yellow are easily available at Fry's Electronics or Local Radio Shack. Once you decide what color things are (i.e. Red for Bussard collectors, white for windows, green for Engines, Yellow cause I don't know what you might want to do
4. Get some resistors. These will be coupled with the LEDs so, as trekriffic pointed out "You'all need some resistors too to drop the voltage down from your power source so as not to burn out your LEDs." For most model projects, at least in the beginning, I would recommend 470 mA resistors. There are calculations you can use to figure out how much power (voltage) each LED will need to burn best and the resistors make sure that the LED burns rather than pops.
5. Get some wiring, uhm, wire. Most modelers use 30 gauge AWG wire for their models. (The higher the number, the smaller the wire size; i.e. 30 is smaller than 24) For me, I have found 24 gauge wire, stranded, to work best for me right now. As my skill grows and the room inside my models decreases, I may get a smaller gauge to use.
6. A soldering iron is kinda necessary. Get an inexpensive one to learn with then at your choice graduate to bigger and better. Also, think about where you are going to lay the thing when on but not in use.
7. Also, get some solder. Look for the kind with flux in the solder. The flux will allow the solder to clean the soldering surface and create a better bond more easily. On one forum, an OP wrote "Most common lead-based solder you'll find at the gadget store will be 60Sn/40Pb (for 60% tin, 40% lead). There's some other minor variations you're likely to see, such as 63Sn/37Pb, but for general hobbyist purposes I have used 60/40 for years with no issue." The 60/40 was what I got at Radio Shack and it works quite well.
8. Get a multimeter. I would recommend a digital one over an analog. Again, your choice, but it was just easier for me to read. This will help you determine continuity (if the power "flows" from one end of the circuit to the other) in your circuit. It will also help you determine the resistance of resistors if you happen to forget how to read the resistors coding.
9. Get a "helping hand". This is a little device with a weighted stand, two alligator clamps on each end of an arm and a magnifying glass in the middle. Google it for a better picture!
This is invaluable for holding the resistor and LED in the clamps while you hold the soldering iron and solder in your own.
10. Read! Read! READ! And then READ some more! If you don't know, like I didn't, research is key! Another key point is to find an expert and ask questions. Here on the forum is a good place to start; especially with specific questions. Most posters are more than happy to help out and share so don't be bashful. You really can't be if you want to learn it!
This is some of the basics I had to learn. Moongrim posted some site for the reading bit!
Here is an LED calulator I use to design my circuits. http://led.linear1.org/1led.wiz
Best of luck!
Let us know if you have any questions!