For #HackFriday 2015 at NYC Resistor, I built a saddle lamp out of 8mm through-hole NeoPixels with the leads bent 90 degrees. The edge connectors were 3D printed and the bars were laser cut. The wires were single strands from a stranded 22 AWG wire and alternate +5V / Ground.
The rendering in OpenSCAD shows the full size of 16x16 LEDs (the test one was 5x6). I'm not as happy with the design, so I might not built the full version like this. Free hand soldering the 30 LEDs was hard enough that doing 256 would be lots of work, too.