For anyone unsure as to what to look out for, here is an image of one such set of Christmas lights, run off three AA batteries.
I have used LED lighting on one piece of terrain - The Amber Shrine, which uses orange coloured acrylic plastic as the core of the central standing stone or monolith. The acrylic box is filled with LED Christmas lights and the batteries are housed in a small box built in to the bottom of the terrain board.
This final image shows The Amber Shrine lit from within and with the image taken in an unlit room, the effect is less striking than the cut-away ship in the first image, but illustrates how I used these cheap lights to illuminate a gaming board. Details of how I built and painted this skirmish terrain board can be found here.
Other uses could be landing lights on a Sci-Fi rocket base or landing pad, a Cthulhu themed cave, A Victorian street scene or individual lights illuminating resin cast houses. The tiny LED's can be inserted into pre-drilled holes and due to their small size and low heat will be ideal as spot features on terrain.
I hope that this short post gets you thinking about how you might be able to use such lighting features and effects in your games or terrain pieces - buy them now as within weeks they will be gone.