For a long time I've been plotting to make a fiber optic "star" ceiling, however I've been put off by the prohibitively expensive offers on fiber, at around one Euro per meter for the 1.0 mm thickness. Enter The Fiber Optic Store, specialising exactly in star ceilings, they have a wide range of filaments (i.e. single threads as opposed to cables) available at custom lengths. For their bigger quantities, 1.0 mm comes down to about $0.40 / meter. They also have some interesting combo-backs, and even a small sampling offer to get an idea of the sizes.
Furthermore, they have a large FAQ and guide section with a well of information and tips. And finally, for the DIY illuminator, they have a bright idea on how to attach the fiber treads to a single LED. As seen in the picture below, they are kept in place by heat shrink tubing.