Yah, have mounted some small cheap'n'nasty (dichroic halogens )lights in the air ducts . . . Mounted then by getting some aluminium to the right shape of the ducts, and sitting the lights inside this ( the lights have plastic surrounds ) . . .
Currently they point outwards, which wasn't the intention, but actually is kinda nice for corners etc.
"The Plan"(tm) is to replace the aluminium setup with some fibreglass mouldings . . but I haven't quite got there yet . . . ( still debating fibreglassing methodologies with the old man

)
Two probs with using the air ducts is the fairly restrictive size, and there being *nothing* around them to mount anything off . . . Your more or less going to have to form up inserts, or drill into the bumper mouldings