If you don't mind soldering, check this out...
http://cgi.ebay.com/ws/eBayISAPI.dll...tem=3193471850
I bought 2 of these kits in May, but I never got around to doing anything with them. Eventually, when I learn to solder...

It's essentially 2 LEDs and a few resistors (2 or 3, I forget, gotta dig the kits up, they're somewhere on the workbench)
Also, BRP makes a similar set.
http://blake.prohosting.com/horacer/brp/hl.html
I just read on the site homepage that they're currently out of stock and are expected to be in in late August...
In both cases, it's easier if you can get a hold of an original lighted Tjet chassis (still available from SCJ, JAG, etc....) and use the wires they already have. They're on little connectors riveted to the bottom of the chassis using the pickup hanger rivets... I have one or two, I can take a pic later if you've never seen one...
What's cool about these LED ones is that they draw VERY little current. You can't just wire an LED right to track power, though. It'll burn up within a couple laps if not sooner. You need resistors like the above kits have.
There was even a post on the Slot Car Illustrated board a year or so ago about a guy in Germany who wired capacitors into the system so the lights stayed on for a minute or two after you stopped the car. he had to use a VW Bus body to hold all the wiring/components. Systems like this are readily available for 1/32 cars, but HO stuff is too small to do this with for the most part...
Like you, I'm dying to get a couple of lighted Tjets to blaze around my track.
--rick