Ah. Not lights but I have reflective HD Sidekicks on my XRs (Ferrari red on one, black/silver on the other) and those light up bright whenever lights hit them.
I used to have color-change LED strips mounted on the underside of the fender on one so that they did an underglow unto the tire and it looked super-cool, but I didn't cut a notch in my fender where it passed between fender and the footpad (the battery bank for power was mounted to the top of the fender so the strip had to pass under it), and when my friend rolled the board the fender cut the wire, and I never re-did it.
It's bit thick but I usually use this to permanently attach things together.
You can pretty much get it at any hardware shop or Walmart. If I'm not mistaken gorilla also makes a strong mount tape. Hope it helps.