V = IR and P = VI.
LEDs typically can take a maximum of 30mA or so. They will degrade in brightness if you run the current that high all the time. Better to use the superbright kind and run them at a lower current. You need to find out what the forward voltage drop of your LEDs is. It will vary with the color of the LED.
To find out, put a 2k or so resistor in series with the LED. Ground the cathode of the LED and run the other end of the resistor to 9V. The LED should light up. If not, its in backwards. Once it lights, measure the voltage across it (Vf).
Say it's 1.2V. That means that the resistor has 7.8V across it which means:
I = V/R = 7.8/2000 = 3.9mA
If you want more current recalc the resistor. Say you want to run at 10mA. The LED will still run at 1.2V (or whatever yours measure) and you'll have 7.8V across the resistor.
R = V/I = 7.8/0.01 = 780ohms
Make sense? Now, if you plan to run three LEDs, they will not all match in Vf and the one with the lowest will take the most current, so you should use a separate resistor for each (all the same value) with the top of each resistor connected to 9V and the other ends to their respective LEDs.
Analog Packrat
p.s. I suck at ASCII graphics, so no drawings...sorry.