I have some experience with lights. I don't know how much experience you have with them, so I will try to answer your questions as if you are new to this.
When you purchase EL wire, usually the lights and battery packs must be purchased separately. Since you want the wire to react to sound, you will also need to purchase a sound activated inverter, which will usually cost an extra $10-20. In some cases, sound activated inverters have their own battery packs built in, but they will be larger, heavier, and more expensive.
So, if you put the EL wire on your costume (usually stuck on with thin velcro or a special glue), you must attach it to the sound activated inverter. I would suggest figuring out the positioning of your wire so that you can fit the inverter in a pocket or some kind of holding area hidden on the inner side of your costume. Then, the battery pack would attach to the inverter. The more length of wire, and the brighter you want it, the higher voltage battery pack you need. A 12V will run off 8 AA batteries and power ~15-20 feet of wire.
I think you should be able to find a battery pack or inverter with a long enough connecting wire so that it could run from the inverter down your inner sleeve and then be hidden in a pocket near your sleeve's cuff.
The problem with wanting to snap your fingers and make all the lights come on is that the power switch will be located on the sound inverter, not the battery pack. So if you could find a way to fit the inverter near your cuff, you could just flick the switch there. Otherwise, you'd have to leave it on, unplugged from the battery and plug it in when you want the lights on.
To keep things as simple as possible and so you don't have to learn how to solder wires (assuming you don't know how already), you can buy kits where all three parts are made to simply plug in to each other and you're good to go!
Here is a kit (wire + inverter): http://www.thatscoolwire.com/store/i...600%2D12v%2D09
And here is the matching battery pack: http://www.thatscoolwire.com/store/i...2 DAA%2D12VDC
And they do sell those kits in different lengths and thicknesses, so look around.
I hope this helped you!! Good luck on Akaito!