Use one or more car batteries or deep-cycle batteries to store power. Car batteries are cheap but aren't really designed for this type of use; so if you want a serious system, you should invest in deep-cycle batteries that are designed for remote energy systems.
Install 12-volt lights in the locations where you want them and connect them to your batteries. Because DC current doesn't travel as well as AC current, keep your batteries and your lights as close to each other as possible to reduce current loss.
Connect your batteries to a windmill, solar panels or a generator to keep them charged.
Find small lights and sound systems in old cars and use them in your 12-volt system. Anything that comes out of a car runs on 12-volt power. You can even recycle the cigarette lighter from a car and make it into an outlet for plugging in 12-volt lights and appliances.