Well, you could splice into them all and run it to a rado shack simple on/off switch. It'd probably be quite a pain to do though.
Hmm...Either that or you run all of the lights off of a secondary power source (something other than the comp's power supply) that you can just turn off without shutting down the computer.
It's a good idea, cause the amount of light at night made me decide not to do any cool mods like that. My room gets very hot, so I hooked up a huge fan to the case (the kind they use in data center cabinets). That was easy though, since it wires straight into a power outlet
I would go with a secondary power source. This way you can alter it's wiring, instead of messing with the wires on all the mod lights/etc. Just in case you want to sell them later. Depending on how many things you're hooking up, you can probably find an a/c adapter or some other transformer that u can sacrifice to wire it up.
Be careful though, electricity is dangerous! And it might short out all your cool mods.