Pretty simple question I think. All so want a bright white LED.
Cuda Ken
I hate Rust
In order to be realistic you're going to need a surface-mount LED because even a 3mm, the smallest readily-available one, is too big, assuming that you're looking for HO scale.
This company is the most likely to have what you're looking for:
http://www.moreleds.com/
even though there is another good supplier of LEDs right there in Saint Louis:
http://www.superbrightleds.com