I'll jump on the LED bandwagon, I myself am using LEDs. This is what I myself am using:http://ncix.com/products/?sku=16730
Nothing too hard to do, just plug the molex connector and your done. If your looking for a long strip for a wider area then consider LED strips.
Edit: Just to help you out, linus starts to talk about cold cathodes @ 2:30 (referring to the link mrdowntownkiller has provided)