An LED and a coin cell battery. Coin cell batteries already have some internal resistance, so regular LED's can just be taped on. If you want it dimmer, add a small resistor.
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A CR2032 will last a few hours. You can get coin cell batteries like the CR2032 for cheap at dealextreme.com
EDIT: Don't order from dealextreme.com for this right now, though. They take at least two weeks to get anything. No fast shipping. Just go to the drug store or someplace like that and pick one up.