If you're located in the U.S., and you need relatively inexspensive LEDs to prototype with, you can usually find a good selection at any good sized Radio Shack store. They have them in the component drawers.
Given the number of shapes, sizes, colors, current draw, lumens output, pricing, availability, etc., it's not really practical to tell you what to buy. I would look at some catalogs for ideas on what might work, as well as considering what best fits your end product. But in general, the bigger suppliers will typically give you the best prices.
You should also consider using switches that have the led built in. This will save you the trouble of duplicating something that already exists, as well as trying to keep track of both led & button state for each switch.