You can get really tiny lightbulbs, like christmas lights. You can make them light up portably by taping the ends of the wire to a small battery, like a AA. But you might need replacements, since I don't know how long a single battery would last. You'd have to sew a battery compartment of some sort into the costume... If you put the batteries under the antenna parts, they wouldn't create a lump. But if you did it correctly, it would be super cool. Also, you might not want to put them directly over your own eyes, depending on how easy it is to see out. The lights might create too much of a glare. I would experiment with the eyes before making the rest of the costume, just to see how it would work.