Interesting idea! What size and shape are your speakers? Are they on stands?
Is there a way to take the actual speaker out of the box? If so, you could then drill a hole in the bottom of the speaker and install a light fixture that you can buy at a hardware store for lamps, and run the cord out through the hole you drilled.
Or, stuff a string of lights up through a hole drilled through the back or bottom?
If you are an expert electrician (which I am definitely not!) there is probably a way to re-wire the speaker to accomodate a light fixture, which someone somewhere could do, I'm sure.