Can you post a picture of your coin door and mech area? Yes, there is a small hole where the lightbulb or LED sticks through above the hole where the plastic piece that pushes the reject on the coin mech.
As for the coin switches, I used a .187 quick disconnect, but others may take a .110 or even a .250 quick disconnect. The gage of the wire I used was 20 gage. You could probably get away with 22 gage.
I used 16 guage wire for hooking into the PC. I just cut the 12V and 1 ground wire from the a spare Y molex connector (You can get it from RadioShack for $6). Using a splice crimp connector, I spliced the wire into the 12V and ground. Using the same LED wedge sockets in the RetroBlast tutorial, I then got a set of .110 male quick disconnects from JammaBoards.com. Crimped them onto the 16 guage wire (wired in parallel just as in the RetroBlast tutorial) - and tada.