A guide to adding lighting to a model railway, or indeed any small project (but I am focusing on modelling for this instructable). Simple and quick, this makes a nice little extra touch to your layout. It's also really cheap (adding one light to one building costs as little as £0.21 ($0.33 as of 12th June 2012), less if you buy the parts in bulk) and long-lasting if you use LEDs (as shown here). With LEDs, it is slightly harder to install than with normal bulbs, but it is cheaper, longer-lasting and safer due to LEDs having no heat build-up. I generally use cylindrical 5mm LEDs in yellow, to simulate gas lighting (the cylindrical LEDs have a nice, even light distribution compared to normal LEDs, which can 'focus' the light).
You will need:
LEDs, (see above for colour) available from here
Resistors, available from here
A building (kit form is easier to install lights in)
A power source (probably the auxiliary output of your main controller)