Haligan,
for a little flash of light, try a small neon lamp. Attach a piece of wire to each pin, and hold it on one wire while touching the other to the metal when leaving the car.
An LED will not survive if the polarity is wrong, the diode will blow from the kilovolts. It might work in the forward direction, though (never tried it...)
My favorite place for getting shocked is the checkout at the supermarket. Whenever it's cold enough for the air to be really dry, the conveyor belt produces a lot of static electricity. The metal enclosure of the belt will then deliver a fat spark every time I go shopping there.
