Hello, I was thinking about led strip, but it is pretty expensive so i am looking for an alternative 
Luka
You could use addressable LEDs. Or some sort of I/O expander like shift registers.
I think the smart LED strip will start to look cheap after you get started on 40 chained shift registers and wiring them to the LEDs
Use 5 MAX7219s. 5 each of chip, resistor, 0.1uF cap, 10uF cap.
I even have a breakout board so you just need to wire the LEDs to the board.
http://www.crossroadsfencing.com/BobuinoRev17/
Wire each LED to two pins to plug in the female socket (wirewrap wire to male header pins). Or use male pins on the board and wire to them. Or use no pins and solder to the holes.