Thank you! Yes, we have a lot of fun with the balloons-- they're a little more than the average balloon dog! 
Our other entertainment company is Princess parties-- hence the glowing wig in progress.
Thank you all for all your help pointing me in the right direction! And thank you Coding Badly for putting my post in the right place. I think I have found someone-- in my hometown!-- who can help. I'll post any questions we have here, though! I'll try to post photos of the finished project, too-- depending on how it turns out.
Rob-- Not exactly. The lights are set up to perform a different pattern with each press of the button. One press makes them blink, two presses makes them chase, etc. The sixth press causes the lights to fade softly on and off, which is what I want them to do. But it looks silly for the hair to blink and chase while I go through the patterns trying to find the sixth function. I want them to only perform the sixth function, at the first press, and then fade off at the second press.
My dream is for them be remote controlled and for them to twinkle as they fade on and off again when I press the button. I would also love to have both sets be controlled by one button. However that may just be too complicated, so I won't be too picky. I just don't want her hair to look like a Christmas tree with blinky lights-- a gentle fade-on-and-off would be perfect. If anyone has any advice I will be very grateful!