The only part of a costume I've ever "lit" was a headpiece for the Spirit of Christmas Past in Scrooge!  We used mini Christmas lights wrapped around the garland headpiece and hid the battery pack in his costume.  There are a number of companies that actually make these lightup type costumes.  Perhaps you can find some kind soul there to guide you in the right direction.  Try places like enlighted.com or xenoline.com.

Try www.factorydirectcraft.com  they have the type of battery operated seed lights that I mentioned above. 

For me Fibre Optics is the way to go!
There are a myriad of kits you can get quite cheaply.
They only require one light source for each costume, which could be a Mini Maglight torch. The fibre can be easily attached to the frame of the wings, with the torch easily concealed near the wings or the wearers back.
With the maglight there are loads of accessories available cheaply.
You can replace the halogen globe for an LED, to give more light & they even add on have fibre optic bundles, with changeable colour dicrohic filters.
Unlike the Christmas budd lights, there is no worry about wattage or the battery voltage & capacity size to worry about &/or a heap & weight of the cables to accommodate or accidental shorts circuits & the performer becoming a fire hazard.
Also Maglight even do a an add on switch that can be incorporated elsewhere on the costume, to allow the performer to control the torch.
{when you finished with the fibre optics,they can be used for doing a Star Cloth or whatever?