Hi, as rlobrecht already told, you can run several devices from a powerbank. 3 A seems enough to power everything you could ever stuff into a helmet (for example about 20 fans). In case you should run out of USB ports on the powerbank, you can use splitter cables or hubs to connect more devices.
Using switches on the Gauntlet sounds like a cool idea, but you will have at least 4 wires that you'll have to disconnect in case you want to take off the helmet. Best solution would be a 4 (or more) pole plug connection inside the helmet and at the gauntlet.
I guess most people try to place everything inside the helmet to avoid this complication.
To power devices with higher voltage you'll need a step up or boost converter. I use some like
these. I like, that they already come with a micro-USB socket.
I use 5V radial fans for my fan sets. You can also use 12V fans but you'll need a boost converter and they are significantly louder.
Bare or prepared LEDs should be available on ebay, if you don't have a local store which sells single components. I sometimes order at mouser.com as well, if I need exotic parts. They have almost everything.