I think backlighting the stock buttons might not look so great, but there’s a plethora of mod information in the picade forums, see:
http://forums.pimoroni.com/t/5-part-picade-mods-series/1624
http://forums.pimoroni.com/t/picade-illuminated-buttons-advice-needed/3252
http://forums.pimoroni.com/t/servostik-led-lighting-display-replacement-too-many-questions/2297
And some mods from our very own @sandyjmacdonald - https://sandyjmacdonald.github.io/2015/12/02/picade-errata/
Plus a video special showing his hacks in action: https://www.youtube.com/watch?v=7W8505rPRXA