Well, that's until now!
Step 1: Parts
LED Illuminated Pushbutton - 30mm Square
Also, I got my RGB LED's from Adafruit. Any 5mm RGB should work, but I strongly suggest you get diffused because otherwise you'll get a pretty evident "hotspot" on the button face.
Diffused RGB 5mm LEDs
Also, and this is pretty important, the wires I used are 26GA, I think much larger and this trick may not work.