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I would do everything but the air... You don't need it as the brake circuit would take care of what you needed to, having both would be totally redundant unless I am missing something your saying.
I've been considering building some of these but making them "plug and play" is pricy in its self due to the parts required.
A 24-12V DC/DC transformer in a high enough amperage to support the braking sysem + Mil cable + plugs + relays + etc, etc your easily in the $300-400+ dollar range...
Ditto on the LED's... Being that its civilian I would pursue David's suggestion and hit the local truck light places.
I carry the Mil spec 12-36V LED light sets http://odiron.com/store/product_info.php?cPath=28_19&products_id=591 but they are not exactly the cheapest route for a civilian...