I have seen lights applied to vacuum-formed Lexan bodies, both .007 and .010. Simply tape the lamp/LED to the appropriate spot on the inside of the body. Using a battery makes things simple.
With incandescent 'grain of wheat' bulbs, they can be used at full track voltage, but they're not intended for 12 volts and burn out quickly.
LEDs are ~1.5 volt devices, so powering from the track requires some voltage-dropping method.
An IC voltage regulator is the most elegant way and will keep the lights on longer, especially if a larger capacitor is used. Resistor voltage dividers also can be used. This involves having a small electronic board on the chassis, so the battery is simpler and likely no heavier or more space-consuming.