The first link earthman posted - you can buy that on ebay... It's just a plastic strinp that sticks to the top edge of the neck, and is battery powered. Requires no mods to the guitar.

Option 2 is what I have in one of my guitars, and that was the guy that did it. I don't have any issues with interference etc. Couldn't tell you about cost though as I bought the guitar that way....

Unless you're very handy at this kind of stuff, doing it yourself would be pretty tricky - you're gonna have to get the finger board off the neck, drill it all out and route all the electrics. Mine has a compartment in the back for a 9v battery like active pickups - again, not something I'd want to do myself....