Do note that we are not speaking about professional lighting here, but rather about tools that allow you to create a bright atmosphere for not much money.
Solid, cheap and very small, LEDs have truly revolutionized lighting, to the point that they are used for all sorts of situations. We'll begin with the Drumlite LED kits, which allow you to light up every drumhead of your drum kit, giving you control overt the colors and triggering off the lights with a module.
The rest of the instruments can also be lit up and it's pretty easy to find LED strips that aren't too hard to fix onto a keyboard, a mic stand or an amp, for instance. Be sure not to turn your band into a Christmas tree, though – use them prudently.
There are also lots of "lively" clothing items you can find online, from shoes to caps and hats, gloves, t-shirts with VU-meters, wigs, and even false teeth. Do note, however, that you should use all of these neat tools sparingly and not overdo it, especially considering that, most times, one of these accessories is probably more than enough to give a touch of originality to your shows.
Another way to light up your show at a low cost is to get some blacklight and fluorescent elements. Depending on your needs and wishes, you could get a Power Lighting Par SLIM 6x3W UV or a UV Bar Led 16x3W or even an ADJ (American DJ) UV Flood 36, to name just a few of the many options on the market.
And there are also adhesive rolls in all colors, markers and makeup, as well as clothing and music accessories (drumsticks, guitar picks, guitar and bass strings) that glow when used with blacklight. There's plenty of stuff to have some fun with, even if you are on a tight budget.