I used 2x3mm blue LEDs and 1x5mm green LED. They were just scavenged from other things around the house.
The LED's all connect in the middle. They also connect to a small switch, so the batteries don't die. You probably can only see the switch, because I flooded the middle with hot glue so it didn't short out.
I used 3 button cells around the connector thing to run the LED's
Amazingly, My hot glue gun failed about 20 mins after I finished hot glueing this together.