Here are a few thoughts of mine.
First you need to decide on the lighting medium and it's powersource, most of the times you can get away without a circuit board.
Personally, I stay as far away as possible from grain-wheat bulb they get too hot are too large and drain your powersource like anything.
You also will need to plan about the time a few years down the road when a light might need to be replaced(blown) new batteries inserted, etc.
LED and Fiber-optics, IMHO, are a way better option for models.
Said that there are some companies like Fujimi that are offering lighting kits(for cars), lit licence plates(japanese styles), etc.
The real important part is how you will fit the light source, route the cables and where the power supply is kept.
There used to be quiet a few japanese car-models that included motors, lights, etc but the detail quality suffered.
Another good source are Doll house lightings and something I found great:
BUSCH has a an electricity conductive paint that can be used instead of wires, which makes providing power a LOT simpler as you paint instead of laying the wire.
Pricey but work VERY well when combined with LED's of different sizes.
BTW, you can paint over it with standard model paints.
HTH.