A place I like to buy because they have great variety of sizes:
http://led-switch.com/
I can also obtain them locally at Fry's Electronics so check electrical supply places for those that don't like waiting.
A wizard to help you design your layout:
http://led.linear1.org/led.wiz
The basics are that LED's are lower voltage around 1.5-3.3V. This means they need a resistor to lower the voltage and keep them from blowing out. You cannot hook them direct to your RC battery voltage.
Wire in series is hooking a string of diodes like building a battery pack, positive to negative with 1 positive lead and 1 negative lead out of the array. It is the least amount of wires but the voltage drops across each diode (LED) so it limits how many you can hook together. Wire in parallel is separate wire leads to each diode from the source voltage which would need a resistor for every diode. This might be the simplest but it makes for a lot of wires and the resistors essentially waste your energy stepping the voltage down. The best design is one that keeps the resistors to a minimum and means arrays of diodes in series hooked up in parallel.
Plug some numbers in the wizard link earlier in this post. Source voltage of 7.2V (std 6 cell) 3.0v diode forward, 20 diode forward current, and however many lights you want. Choose wiring diagram because it is pretty well illustrated for non-tech folks. Your array will be displayed.
The same concepts apply whether you are hooking up chicken lights, headlights, blinkers, tail lights, etc. You CAN wire more lights to your MFU. I don't have one, but I have seen it done. Hopefully someone with experience at that will chime in.