Step 1: Materials
You will need:
5mm high brightness LED (white)
CR2032 button-cell battery holder
CR2032 3V battery
A switch of your choice (I used a slide switch. Momentary could work if you want to have to hold the button down for an on-demand sort of deal. There are also way better switches that could be used. Something like the soft switches you find in headlamps would be way nicer than my semi-ghetto solution.)
Thread and needle
About half an hour or free time.