Tetranitrate previously posted an excellent instructable on how to make an LED chess set here:http://www.instructables.com/id/LED-Chess-Set/
I found it through BoingBoing, but couldn't be bothered making one that looked so flash. I just wanted one to work, quick and easy. So all credit to Tetranitrate for the concept and what follows is a quick and easy solution to get a 'similar' result.
This Instructable shows you how to turn a glass chess set into one with glowing pieces that go out when you take them off the chess board.
40 LEDs $7.50 Australia (I love Jaycar - electronics supplier)
a resistor or two Free from junk
some copper wire 2m maybe. Free from junk
glue - I used Crystal Clear Araldyte $17.00 or so. Have heaps left.
a glass chess set $5.00 from toy store
Unwanted phone charger Free from Junk - if you don't have one, a friend will.
Solder Free from around
If you have glue, the rest should be less than $15
Soldering Iron (can manage without)
Pliers for twisting wire
Knife for stripping wire
Something to cut wire with
Some soldering is required but if you can't, you could still get a working one by just twisting the wire.
Took me about 4 hours to assemble.