Definitely a good place to spend a weekend or three:
http://www.evilmadscientist.com/article.php/avrstuff
For batteries, a switched battery pack is a sure-fire way to control power output, and plenty of configurations are available from the Evil Mad Science store, or even locally if you look around at hobby shops.
As you only trying to wire a series of LEDs to a battery to make a light source? If so, definitely do some internet searching (or read through in the link above) about voltage requirements, resistors, etc.