[pros] has come up with a very elegant way of making lighted buttons (translated). Using a bunch of small push buttons harvested from old CD players, he rigged this unique way of mounting LEDs. Each LED has two buttons under it. They are wired in parallel, so if either of them is pushed, the button works. The LED isn’t actually soldered where it passes through the board. The anode and cathode are bent around and soldered to allow the LED a little bit of travel. There’s a good picture of how he did this on the site. The rest of the details might be hard to decipher though, it looks to be in dutch.