I like using adafruit neopixels.
You only need three wires, so no need to run a loom of wires through your model. And you can drive as many as you like off one pin, so no need for a mega if you want some sort of complex arrangement.
They have them in this sort of square/flat package, or you can get 5mm and 8mm LED form-factor if you want that sort of look.
With that sorted, the programming becomes down to what you want the lights to actually do. Flashing? Fading? Randomly flickering?
Easiest way to drive them is with some buttons and pots lugged into inputs on the board.
Next easiest way - but far, far more flexible - is to talk to them with a web browser over wifi. Provided your html fits into progmem (it can be stored zipped using HTTP Transfer-Encoding), you can present a web interface as complex as you like. If you host the static parts on the web somewhere, the sky is pretty much the limit. I like Angular and JSON, but just using HTML forms and HTTP GETs with parameters is every bit as feasible.