Not flaming, but if you think stripping a wire is complicated.....this may not be the right place for you ? This is all about building your own arcade controls and stripping a wire is not exactly the most challenging thing you'd need to be able to do. Don't think you will find a 12V/5V disk drive type connector with a LED fitted.
You'd need a high bright LED, a resistor, some wire and a connector to connect to the PC power supply. You'd need to solder the resistor to the LED and the wires, so stripping is only the start. Its really not that complicated at all...