I finished this project this last weekend. It turned out better than I thought it would, I'm really happy with it. I took some pictures, and will try to post some later.
I ended up getting the artwork for the marquee and screen printed on normal paper and then laminated. I then just cut and superglued it on (I did that artwork as one piece, I just had them print a black stripe where black connectors for the marquee would go, you'll see what I mean when I post pictures).
The KONG LEDs don't really show through the artwork (dang, but it was still fun to make that PCB). It lights up the artwork, but you can't really make out the letters KONG. Still a fun night light (I have a super bright cluster of 9 LEDs for the marquee, it's a little "bluer" than I like, and I may change that to an amber cluster in the future, but it works for now and I had it on hand so it was convenient.
The only thing left is the back (I still haven't put the back panel on it, should be quick once I actually cut it out and paint it black

) and I also may change the lamp shade. We found a little black lampshade at K-Mart that looks nice on it, but my original ambitious idea was to get that black lamp shade and mod podge the red steel work and ladders all around the shade, so it looked like a screen of the game, would throw in random barrells, hammers, jumpmans, donkey kongs, etc... It was actually a project for my wife, but I don't think she wants to do it anymore, and the black shade without the characters looks great too, so we probably won't do it unless we get really really bored someday.
Putting this little lamp together has gottem me really excited about making the real arcade. It will be really fun to have the lamp on the dresser and the twinner mini arcade in the corner. My wife is also excited for the larger arcade now too (she really likes how the lamp turned out).