rolls of LED's can be bought at most of the online shops these days. a one meter roll costs about $5 and has enough for a couple of heli's. ebay is also a good place to look for more unique LED options that aren't in the hobby realm yet.
keep an eye on operating voltage (12v led's seem to work fine with 3S and 4S packs) and intensity as some are very dim and some are very bright.
The NAZA LED blinks red, yellow, and green. Do you want those three colors on your quad separately, or have you found an LED strip that includes those 3 colors?