Right now I'm using a 7.5v wall adapter, though the host will fit 2x 10440's (3.6v, the size of an AAA)... It's not a leadlight, it's a piece of scrap chrome tubing I found... In fact, the diode is the only part of that I paid any money for... everything else I found laying around my room.
Anyways, for specifically a leadlight, here's a tutorial on how to put one together for your self... It's not too difficult.