I like to take LEDs from cheap $1 store items. Leave the leads long. Take a needle nose plier and bend the leads 90 degrees as shown. then bend the end of the lead into a ring to grip the flower stem it sits on, you can solder a fine wire to each lead or just crimp a wire in the ring you made. Run the wires for power down the stem. I used a thermal clay to make the black body and red sparkle paint for his eyes. I used fine wire to shape the wings and UV cure plastic to fill in the clear wings. You don't want to heat the LED too much, so I used a heat gun to set the body. To give the firefly a more real look, I dipped the LED in my UV plastic and then in Polymer powder to frost it.