You may have just misspoken, but all the lights I've seen run off 4-pin molex connectors. Get cold cathode lights, they're bright and run cold (as their name says). It all depends. You can get pre-modded windows (if you have the dough), or (if you have the time/patience/skill) you can do it yourself. Sure, Lian-Li cases are very cool, but I prefer getting an unmodded case and "leeting" it up myself. Unfortunately time was a concern and I had some money so I got a chieftec case w/ premodded window, but I am cutting blowholes tommorow.
As for the power supply, get one that has sufficient power and is a brand name (Enermax, Antec, Sparkle Power). Most lights have pass-through female molex connectors so that they don't take up a connector, but they do use power.
A place I find very informative is this forum:
http://forum.oc-forums.com/vb/forumd...?s=&forumid=20
It's a lot of help in modding.
Also, on a slightly offtopic note, nice stealthed drive(s) sixate.