You can run power up from the power brick and install your own coin door lights. If you have a crimper & pins, you can run the power right through the coin door molex, nice and clean.
Even though it's not 'original', I added coin door lights to my Pac-Man because I like the way they look. The #10 bayonet lamp holders from Bob Roberts work perfectly: http://www.therealbobroberts.net/lamp_holders.gif. Since I'm running a switcher, I used 6V 44/47 lamps wired up to the -5V terminal of the supply (through a fuse) and through an unused pin in the coin door connector.