Interesting idea, but Warren Ellis is a perpetually gutter-minded individual, IMO. I have no desire to need a special light for my comic, just to see that one guy is thinking, "Boobs boobs boobs..." In the hands of a better writer, this would be a cool gimmick (and yes, it is a gimmick). It could actually make it like reading two different stories - the first read-through with just dialogue, and the second with the light revealing their thoughts... thoughts pertinent to the story. Overall, I think it's a waste of time.
I live in a town of 100,000 people and we have 3 comic shops. Since I work in one, I'll tell you right now that if you agreed to pay a deposit up front and ask for the books to be mailed to you one a month, most shops will do that. If not, hit me up. We ship worldwide.