I agree with Eagle... once a model is together it kinda makes things alot more difficult. There are many ways to hide a battery. But you have to plan on the lighting before you build it. If not you have to take everything apart and you'll end up ruining the finish, destrying a seam line that you spent awhile puttying to get rid of, all kinds of things. Here's a few tips thou that you can use...
Many models made these days have some kind of compensation for battery and lights. I believe the modeling companies have caught onto us! But many don't. Look over your instructions and see where you might be able to put a battery, a switch, and your lighting options (leds and/or fibers).
You can use many types of batteries... button cell watch batteries are my fav. You don't leave your lights on all the time so they tend to last awhile. 9v batteries are great because they are square and last even longer. Then you have the battery packs for AA and AAA. Or, if you really want to get bold, you can go AC with a battery adapter. Just get a little AC Adapater plug at Radio Shack or offline and use it in place of your batteries.
Next you'll have to figure out how many lights you want in this model. If you have engines, you can figure at least one for each engine bell... if you have a cockpit you should have one there and if there is anywhere else that requires lighting you can figure you'll need one there as well. Think about what kind of LEDs you want... they have steady on, flashing, flickering, flat, strip, and many other different options. For engines, I would go with a blue or red flickering LED to simulate the exhaust... for navigation lights go with self flashing LEDs.
If you really want to get fancy, you can go with Fiber Optics... if you really don't know what a fiber optic is, it's a thin strand of clear plastic wire that when light is shined at one end, it comes out the other end at exactly the same brightness. What they are used best for is for larger ships (like star destroyers or the galactica) to simulate windows, but they can also be used for cockpit control panels and various other places where small points of light are needed. There are two different methods of using fibers too. Snipping and Mushrooming... You always have to basically drill a hole for the fibers to go into, but for snipping, you leave a small amount of fiber sticking out of the hole before gluing it in place with a non-corrosive glue (Elmers works best) then you paint the piece around the fiber and snip the end off close to the surface. Mushrooming is when before you slip the fiber thru the hole you heat one end with a flame to melt the end into a mushroom tip. This will allow you to pull the whole fiber thru the hole without it pulling all the way out, then you glue it in place. Mushrooming is usually best after painting, Snipping works best before painting.
In any event, you'll also need to think about a switch... so many options available here... from regular slide switches, to push button micro switches, to even magnetically activated switches (these are the easiest to hide... you place it on the inside of the model and hold a magnet up to it to turn it on, pull it away to turn it off, some you just swipe the magnet to the left to turn on, and swipe the other direction to turn off).
But all of these tips are best left for BEFORE you build your model. You should think about these things so that you can plan where the wiring, switch and bulbs will go on the inside and how they can be hidden best. Nothing looks worse then a finely detailed model and then you see a regular slide switch right in the middle of a panel, or a power jack ruining the illusion of scale all together. That's why its best to make your model with a base so you can hide all the electronics, but sometimes like you want, you want to just hang them from the ceiling. So my best advice to you is use a button battery, with a hidden magnetic switch and LEDs and just leave access to the to the battery so you can replace it if it goes bad.