I would suggest using some tiny SMDs for your lights, as they're now in quite tiny packages and can produce quite a noticable light. They are a little difficult to work with if you don't have proper reflow soldering equipment (and I had to rig my own from a desoldering iron,) but otherwise these would likely be an ideal diode for your project. Otherwise, 3mm tail-thru packages should suffice for workability reasons.
Depending upon how you design the dress/number/type of diodes, you're looking at possibly button cells hidden amongst the folds of the dress, if not perhaps a small bank of C or D-cell batteries (for the high mAh, still easily hidden as you wouldn't need many.)
Incorporating a color-matched coated wire would be somewhat ideal, for camouflage, of course.
Sorry I can't help you more, I'm rather scatter-brained and work 10000000x better when I've actually got the materials in front of me.