For those of you without access to a soldering iron (and those who do), here are a few tips on connecting a LED to a battery holder. Inserting the battery when you want the light on and removing it when you want the light off eliminates the need for a power switch.
Look at the numbered frames in this pix:
In the first frame (top left) we see a 3 volt coin-cell holder and a 3 color LED. The second frame (below) indicates which lead is ground and which are positive for each color. A single color LED will have the same long lead for ground and shorter lead for power. Using small pliers or tweezers, make a small loop with the ground lead. Do the same thing to any color lead ( I chose red in this example). The third frame (center) shows how the leads are tightly wrapped around and crimped to the battery holder terminals (notice which way the plastic is molded). If you do have a soldering iron, solder the ground lead (at least). The forth frame shows the LED on with a battery installed, while the fifth frame shows a flux ring from a cylinder magnet from the LED's light (blocked by a black paper shield).