I've heard about hook it up to the coils but don't know "how to" and also think if it will affect to the power of the bike, like reduce life of the battery or will it create some defects to the electric system?
It shouldn't. Toxic would be the one that would really know, but he's not part of the forum anymore.
The LEDs draw so little it shouldn't be an issue. It's super simple to hook up. Just shove one of each wires in with each wire that goes into one of the coils. You want to add a resistor though because once you get some speed it's going to over power the LEDs and fry them. Found this out the hard way myself. I spoke to Toxic over the phone and he was guessing a 100 ohm resistor would probably do it.
It looked pretty cool pulsing with the engine until I blew them out. The cool thing is I told Autozone exactly what I did and they exchanged it for me.