After buying two lamps from LEGO at 5.50 each I realized that my meager salary would not last long, so I went to Radio Shack. I bought 6 12V mini lamps at 70¢ each. They do not shine as brightly as the LEGO lamps (that whole 9V vs 12 V thing going on here) but they are tiny. Since the lead wires are so small the leads can be clipped in-between two LEGO bricks.

If the leads are attached to the top of the electric plate it is difficult to make certain that a good connection is made; achieving a good connection is much easier if the leads are connected to the bottom of the electric plate.
The really great thing is that the lamps are so small that they fit INSIDE a 1x1 side-stud brick; this puts the lamp right behind the round clear yellow 1x1 plate. Since the lamp is right behind the cylinder plate it shines just as brightly-OK almost as brighty-as the Metro Liner's (4558) headlights.

Make certain that you do not cross the leads or you will short the circuit.
PS. I went back and made a minor change. The white electric plate now runs along the floor instead of one plate above it. If the design in the picture above is used there is not enough room for a minifig to stand in the trolley.