I chose a variety of shapes, sizes and colors for my bottles. I love the look of "theme and variation" this creates.
I ended up using mostly clear bottles, but threw in a few colored ones as well. The colored bottles add another dimension of interest to the final artwork, since they change the look of the LED animations -- for example, the red bottle doesn't let blue light through at all, so it goes "dark" during a mostly blue animation, while any white light animations look red. More variety, less coding!
I covered some of my bottles with Fantasy Film and some with plain craft-store iridescent cellophane. Fantasy film is a product that looks like cellophane, but it's a little thicker, and bonds to itself seamlessly when heat is applied. It works quite a bit better than the cellophane for wrapping the bottles, but the cellophane is much cheaper and easier to obtain -- they have it at most craft stores in the wrapping paper section.
Get out your heat gun and cut a bunch of strips of fantasy film or iridescent cellophane. Layer the film over your bottle and gently hit it with the heat. Watch it shrink and bond around your bottle (man this is fun!) Put a bunch of layers on until you're happy with the diffusion of the light shining through.
It's easier to work with smaller pieces of fantasy film, since they stick to each other really well. I had more success using a big piece of cellophane and gently shrinking it to cover the whole bottle.
Cut a bunch of strips into your leather scraps and artfully wrap it around the bottle, tying and gluing as needed. I left a few long strips and a long strand at the top, securely wrapped around the bottle's neck. This will bear the weight of the bottle and tie to a tree branch, so be sure it's secure. It's a much better idea to hang the bottle from the leather than from the wires, which will break if you tug on them too hard.