What you want is a Transistor
Heres a bit of FYI and Transistors 101
Basically a transistor has three Pins, a BASE, COLLECTOR and EMITTER
The main type used in basic electronics are Bipolar which come in NPN and PNP varieties
NPN
PNP
Whats the difference? Well In all bipolar transistors the Collector and Emitter pins act like a polarised switch, you put where your signal (for example power for an led) is coming from on the collector and where its going to on the emitter (the led +). The difference is what happens when voltage hits the Base pin, to explain this, think of the transistor as a water dam, theres a gate inside that lets a certain amount of water (signal) through depending on the pressure (voltage) hitting the base pin.
In NPN transistors, the gate is "Open" , letting water through when there is high pressure on the Base, in PNP its when LOW pressure is hitting it
Easy way to remember this is "not pointing in" for NPN as it is not holding the signal in when power hits the base. And PNP is "points in proudly" as in it does retain when the voltage hits the base.
So you basically want a PNP transistor because you want it to close off when high voltage hits it and open when low voltage hits it.
Im not sure what you want to do exactly but say you want led's to turn off when you turn your console on (sounds stupid but for the examples sake bear with it) you have to find a point that switches between 0v when the console is off and 3.3-5v when on. You solder this to your Base pin, then you solder a different supply (say you draw off a PSP's power led to run parallel like in the trigger mod) to your collector pin and then solder your led's positive legs to your Emitter pin.
You can buy normal sized ones and smt ones from ebay, mouser and local electronic stores, if you tell me what your doing i can help you find a specific one