"Best" is always subjective, depending on one's point of view. I actually have both, the little lanterns (flamingos and 50's trailers) that I hang from the roll out awning channel, as well as the LED lights under the awning attachment. The advantage of the LED lights is that they can be used when the awning is rolled up and not in use.
H E R E is a link to a prior post that shows how I did it and the end result. Really isn't difficult to do. Mine do change colours and are also dimable.
ETA: The picture in the link of the lights on are in red; chose that colour for the picture, as to be more visible in the photo. Usually like to have a muted blue or green light, it's very subtle when dimmed. Not the best for reading, but great for quiet conversation or an evening drink or two. Also, like you, we don't leave the lights on to disturb others, generally on only when we are sitting outside and not on when in tight quarters. A previous suggestion of a table light is a good one as well, we also use some free standing solar lights, like one sees around yards at home, that put up a subtle light as well.