Today Overclockers Australia has not one, but two Do-It-Yourself guides, for making your own LED fans. Fans with LED's in them are a popular modding item with some commercial products available. These two comprehensive guides tell you what you need and show you what to do, to install LED's into an otherwise normal fan. This is handy if you want to make one in a size that's not commercially available, or you just like doing things yourself.
You will find the 1st article here.
And you will find the 2nd article here.