How to change the color of an LED light.?

I have a 5 LED light that hooks on to the bill of my hat. It is usually used to walk thru the woods at night or do outdoor things. However i want to make each of the lights a different color and bring it to clubs at night so i can turn it on and freak people out :P I dont want to get super technical because its all encased, so screwing with wiring or soldering is out of the question. My plan was to cut different color films and tape or glue them over the lights. Will this work, i want the lights to be vivid? Will they be obscured by tape or glue? Will they look good and can this easily work for a reasonable price? Im open to any method that will work i just want it to be affordable and appealing! Thank you all!