Led Lights

The whole of LED lights is much larger now than when I first started using them.
We often use lights from  Super Bright LED's.  We primarily use LED tape, and the projects often have a short lifespan.  More expensive LED's are usually fabricated under stricter scenarios.  But you pay a much difference price for that.  In this range the place to visit is: Color Kinetics, environmental Lights or DSL Group.  Basically, with LED's the quality does typically correlate with the quality of the lights.

Other good sources:
Amazon
1000bulbs.com
theledlight.com
Rosebrand
ledropelightsandmore.com
californeon.com
tprlights.com
ledropelightsandmore.com
DSL Group

These sources will also provide enclosed LED strip light (similar to Neon Flex or the LED equivalent to neon).  LED only bends in certain directions, though depending on how you are using it you can often bend it naturally and bounce the light in the right direction.  If you buy it without the casing, you can only cut it within certain intervals.  This means that you need to occasionally bury the end of the tape, and that you have to plan ahead for where the lengths need to start and stop so that light is evenly distributed.

Often, once you get the LED's in place, if you are not using a packaged product (though this does occur in some packaged products as well) is that you can often see the LED's as single points of light which are not diffused.  To just dim the light we often use sheets of ND (neutral density) gel to block the light.  Milk white, sign white and Satin Ice acrylic are all good options as well.  If you are building something you will want to test - the specific type of acrylic you use, and the thickness of that piece will determine the spacing that it needs to be away from the LED to evenly distribute the light.

Lastly, if you are looking for specific colors, you may want to test the LED as samples before buying everything you need - for instance, we have had issues getting a good orange and red out of some products.  Its getting to be so common, that I think it is easy to slip into the idea that it doesn't need to be figured out - but that can bit you at the end when it doesnt work exactly how it was planned to.

Lastly, sometimes its helpful to buy something to hold the LED strips without manufacturing something new.  For this check out:
Klus Design
ENT TEC
Outwater Plastics
Glowbckled.com
Nova Display  We used the low arch product on a past project - you can see individual LED's but it looks sleek.  Nova Display also has many other products that are worth browsing.
And of course Amazon again.