I did just put up a little article yesterday about adding lights to a copter and I have a video on its way soon showing some more detail.
The LED strip lights come with a self adhesive tape on the back, so just cut them to length and stick them where you want them and then solder a couple of wires onto them. As long as you're only running a 3s Lipo then you can just connect them up to your power distribution board.
If you fly on 4s you will have to just tap off 3 cells from the balance connector using a cable like this: http://www.hobbyking.com/hobbyking/s...idProduct=9737
You just cut the male connector off and you can remove the red, yellow and orange wire and that will give you your 3s supply for 12v devices, with the black being negative and the blue positive.
Pretty much anything that you would use a y connector for you can just power off the distribution board. I wouldn't recommend it for FPV equipment though, because of all the noise from the ESCs, so you're better off powering your FPV equipment from the balance connector and then an LC filter or from a separate battery.