https://www.youtube.com/watch?v=3JKofBaJCe4
https://learn.adafruit.com/neopixel-arcade-button
The 30mm arcade buttons in the Adafruit shop are excellent for retro game projects. They're also quite aesthetically pleasing. They feature a translucent body with a very slim micro switch, so it's great for internal lighting effects.

Although they do not have LEDs built in, you can actually fit NeoPixels into the body with a 3D printed diffuser.

In this tutorial you'll learn how to add NeoPixels to arcade buttons.

Full tutorial is on the Adafruit Learning System
https://learn.adafruit.com/neopixel-arcade-button