You'll only need diodes if your battery voltage is greater than the rated voltage of the LED. That is, let say you used a 6V battery, you'd need a diode to lower that voltage down to stop the LED from burning up. Otherwise, the with the right battery voltage, the LED is only going to draw as much power as it needs.
Um...I believe you meant resistors.
An LED is a diode as it is, hence its name...meaning putting a diode in front of it would be redundant and a tiny voltage sink. A diode (as far as I know) is simply used to restrict current flow to one direction in a circuit, thereby preventing backflow and blowing up whatever you're working with.
You do need a resistor to step down the voltage, though, as was stated before this reply.
EDIT: Denholm, you may be interested in buying a "breadboard." It's akin to the big bases used in Legos; it has many tiny holes to put leads into and "wires" running between them to make circuits. It basically removes having to solder stuff if you're just playing around.
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