I saw this in Popular Mechanics magazine and thought it looked fun...It is inexpensive and very easy to do. It is safe and my son (he's 11) thought it was very cool. Best of all, there was nothing to clean up (no typical egg dye) and we have the makings for scrambled eggs in the morning.
6 L.E.D. lights (various colors from Radio Shack)
6 2032 flat batteries
Make a hole in each egg large enough to fit the battery in.
Remove the egg white and yolk through the hole and wash the inside out with water. Set aside to dry.
Place the longer side lead of the L.E.D. bulb on the positive side of the battery and the shorter lead on the negative side.
Place a small piece of electrical tape around battery and the leads to hold in place.
After the egg has been cleaned and dried, place the battery and bulb inside the egg and step back to enjoy your glow eggs!