Here I will show you how you can make your B button on your wiimote light up on/either Rumble or all the time.
LED 3mm , color of you choice
Solder and 15watt soldering iron
Resistor (if you want)
Tir-wing screw driver
About an inch of wire
And thats about it
Heres what the final product will look like :)
Also you can get everything else form Radio Shack.
Here is my youtube video of it in action http://uk.youtube.com/watch?v=9M6cHJIr65k