I tried to do a tower for the Skaven years back, with a mounted light inside that would glow through a stained glass window. But alas, I couldn't mount the light after constructing the tower. (And yes, I glue gunned on every rock by hand and the roof is covered by hardened sand.)
The Engine of the Gods showed up on The Pyramid Vault. It is so awesome!
If you look at holiday village house models, a lot of them come with a light structure you can just plug into a hole in the bottom or back. I've seen some with batteries and some with cords and they work well.