In the eighties I purchased an LED which had a simple electronic switch somewhere in the wiring so that when connected to a 12V ignition switched supply it flashed when the ignition was off, and stopped flashing when it was on. I can only remember two wires, but you know what memories are like. I drilled a small hole in the top of the column shroud and it was very convincing.

Try this - I think this is what DaveW is talking about.

http://www.ebay.co.uk/itm/5-Car-Alarm-De...f#ht_511wt_1141

Yeah that is just the LED you still need a relay or a switch.