Warning: case modding gets really old after you've had your case about a year. I've modded a window and some lights into my PC as well as Antec Cobra ribbon cables, and the only thing that I like now is the ribbon cables.
Now, onto the modding, since you want to do it: neon lights are the easiest way to mod your case. They're pretty much useless unless you have a side window, however. You can buy a custom -pre-modded case from
www.directron.com or
www.xoxide.com if ya want. Pre-modded cases are usually a good place to start. You can add cathodes (lights) after you get a nice case. If you want to simply mod a current case, you can buy window-kits at many places. Note: you MUST have a way to cut through aluminum/metal without fucking up. If you fuck up a window-mod, it looks VERY, very bad.
Molex splitters are very useful. They basically give you an extra outlet to plug stuff in in your PC. They aren't very expensive, but make sure your power supply can take all of the extra voltage.
My best suggestion is ordering a pre-modded case and then adding whatever else you want to it. Beware of blinking LED case fans; they're VERY annoying.
-Lasereth