I'm not reading all 3 pages on this, so I'll just throw in my opinion. Newegg is good, but for lights and mods, I use Xoxide.com, or if I want it sooner, Microcenter is nice.
I have used cold cathodes before...I used both Logisys and Xoxide...all worked great really. Never had any issues with either company.
I really liked Xoxide, at first I was nervous buying from them, a friend recommended me there. I had never heard of them. I bought AS5, PSU sleeving kit, cold cathode and some thumb screws. Shipping was super quick and the order went easy and painless. I would not think twice about buying there again.
I got my blue cathodes from RadioShack (they were probably a little overpriced) but they're great. I've had them almost a year and they are still bright as ever.
I've stayed away from anything made by Logisys because I got one of their illuminated keyboards and it died after less than a year. They're a cheap company.
They have the largest selection of modding items (including cathode). Their selection beats xoxide.com in every way shape and form, aside from caffeinated candy, beverages and soap.