Like Ed, I also use a DC throttle to run my lights. I've got several used ones that I picked up along the way. As you know, lamps will light on either AC or DC, and dependent on the voltage of the lamps, you may still have to use a current-limiting resistor in series with the bulb. If you are using LEDs, you definately have to use a series resistor and have to observe polarity.
Now LEDs use DC voltage to light, but they will work using AC, the only thing there is they act as a half-wave rectifier and may flicker slightly, but not noticably. It really doesn't matter, cheap (Bachman-type) power packs only run half or full-wave DC anyway. I have an old MRC that runs DC (full-wave) or what they call "pulsed mode" which is really half-wave DC. I can explain the difference if anyone wants to know.