Ziggy, I understand the desire to add lights to a model, I have done it myself a few times. My point is that their really isn't a single, one answer fits all, answer to your question. Each of the different techniques has it's own pros and cons, for example incandescent is probably the cheapest and provides a great deal of light, however they generate heat and the bulbs burn out. LED's are more expensive and genreally unidirectional, howver they run cool and last a long time. Light sheets are expensive and require an inverter but generate lots of even light, can be cut to shape and run cool. Fiber optics are great for those single point of light applications, is relatively cheap and easy to use, but require a lot of planning regarding routing, sourcing the light and painting.
So if you have a specific kit you are considering building, start by thinking about what effects you are considering and then we can talk about what methods you might consider.
Hope that helps out...