Below is a list of parts that I used. Note: you may find cheaper deals on ebay on some of these items!
1x Project Box (6" x 4" x 2") (link)
6x SPST Push Button Switches (link)
6x E10 Miniature Bulbs (6.1v, .25A) (link)
6x E10 Vertical-Mount Bulb Holder (link)
1x Scrap Wood (6" x .5" x .5")
1x Fuse Holder (link)
1x 2A Fuse (link)
1x Size N Panel-Mount Coaxial DC Power Jack (link)
1x Size N Coaxial DC Power Plug (link)
1x 5-6v, 2A+ power supply (Wall Wart) Scavenged from old D-Link router)
UPDATE (12/3/11): If you want to play it safer and have lower power demands, use LEDs. Search ebay for "e10 led lamp". There are several colors available in various voltages which also allows you to be more flexible with power supplies.
Step 1: Prepare Project Box (drill Holes)
I don't have a good picture of the holes alone but you can use your imagination. In the attached image, you can see the small piece of wood that I used on the underside of the top panel. I used this to mount the bulb holders to. I then secured the wood piece to the top panel with two screws.
You'll also notice in the attached schematic how the bulbs are wired, in parallel to the power source.