Illuminated push buttons.
Here's another simple micro DIY tutorial: LED and tactile switches are combined into illuminated push button.
Buttons are mounted on a small home-made PCB.
Two buttons electrically connected in parallel and resemble momentary switch.
LED is sitting on top of buttons and transmits force to switches when pressed.
Spring shaped leads are soldered to the board.
LED motion is relatively short so it shouldn't affect integrity of electrical connection.
Buttons and LEDs are connected to digital port of microcontroller and can be controlled independently.