Adding LED's to Home Wall

Has anyone ever installed LED lights to a basic home wall?

I'm basically looking for the cheapest option that is still reliable.  I have a basic 45 degree wooden wall and would like to put LED's on it.  My thought is drilling holes below the T-nuts to indicate which holds to use via LED lights because I do not have LED compatible holds.  I am sure people have done this, but I do not know what works well and isn't too expensive.  Any info would be helpful, thanks!