I was lucky with the switches; they are small boardmount illuminated switches about 0.3" square. Got the very last six of them in my local electronics store.
The casing was a small cheapo flashlight that came with a retractable dogleash thing my sister bought for a couple of bucks. It was rectangular, and the battery compartment (which normally houses 2 AAA cells) was juuuust large enough to cram a piece of stripboard with the six switches and all the resistors mounted on it.
It was also bright red, but I can't be fussy when I'm channelling MacGyver
Everything was mounted above the board - only the LED wires and the switch grounds were actually soldered through the holes. Messy, but it wouldn't have fit any other way.
I'm not sure I could make the thing any smaller, but it's still too big and gawky (and bright red) to be in-line with the headphone lead. I have it on it's own lead, with a jack down at the Z end to plug the headphones into.
Right now I'm considering a different approach to get the size down - I'm going to use the stripboard directly, with either some conductive rubber buttons pulled from an old tv remote to make the connections between tracks, or a thin shim and some plasticised foil (*cough*potato chip packet*cough*) for a really low-profile solution. That would probably come out very tiny indeed.