For the last 2 years, we have used those 12v single-color LED strips you can order on Amazon. Simple, but effective. This coming year, we hope to use individually-addressable RGBLED strips that we purchased from andymark recently. We have developed a basic little custom circuit that we use for the lights on the robot. All it is is a terminal block connected to the PDB through a switch. This way, we can turn off all the lights if needed, and their connections don't take up valuable space on the PDB.
(protip: those adhesive backs on the light strips don't work, packing tape works great though

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