I believe the guns in Psycho-Pass have lots of light up bits. Also, although it's not anime and it's on the costume itself rather than a weapon, there's always Tron. Tons of light-up stuff there.
Done: Captain Malcolm Reynolds (Firefly); Eleventh Doctor (Doctor Who); Captain Levi (Shingeki no Kyojin); Captain Jack Harkness (Doctor Who); Vash the Stampede (Trigun); The Kid (Bastion)
In progress: Booker Dewitt (Bioshock Infinite) - 90%; Steampunk'd Han Solo (Star Wars) - 98%; Connor Kenway (Assassin's Creed III) - 30%; Max Rockatansky (Mad Max series) - 35%; Bucky Barnes/Winter Soldier (Captain America: TWS) - planning
Future: Mal Reynolds (improved), Jaime Lannister (GoT)