Big W in Australia (a bit like Walmart in the States) has a string of 20 lamps with battery box and switch for about $2 or if you like doing it yourself and pulling things apart, and getting them back together so they work which is the trickier bit, you can get a string of 200 for about $20. This includes a transformer, which is rated at 22 volts - too high for normal dollshouse work.
This is what comes for $2. Note: This is cool white
Now come the penalty clauses - you need to be selective. The best LEDs I have found are about 5mm diameter cylinders with dished tops (not domed like normal LEDs), which helps to diffuse the light. Go for warm white which gives a pleasant colour similar to a normal light bulb.
Picture on left shows dished bulb.
Picture on right shows warm white and cool white.
Cool white has a bluish tint to it, which is OK if you want a fluorescent lamp look. If the packaging just says white, you could end up with anything, but most likely cool white.
If you are pulling things to bits, LEDs are more sensitive than normal light bulbs and tend to die if connected incorrectly. They need a DC supply of the correct voltage (not 12 volts) and they need to be connected the right way round - long lead to positive.
If you need more information on how to connect them successfully, fell free to contact me.