When we choose to go to the Moon (or do other things out in space), the one of the major limiting factors to how long we can stay will be consumables. Simply put, can we ship enough food and water from home to keep astronauts fat n' happy? For a little while, sure, but semi-permanent outposts on the Moon will need their own farms, and that means LEDs. And nukes.
The Moon, like the Earth, experiences day and night. A lunar "day," however, is nearly 15 Earth days long, which makes it somewhat impractical to use the sun as a power source. Luna power is likely to come from nukes, but not the big and scary power plants that we're used to: rather, they're more likely to be in the form of little fission reactors the size of a suitcase. The other reason that it's impractical to use sunlight is that the lunar surface is a nasty radioactive place, so our first Moon farms will either be greenhouses buried under several feet of rock, or inflatable tubes hidden away in caves and lava tunnels.
Once we have power on the Moon, we can start using it to increase the sustainability and self-reliance of a semi-permanent or permanent colony. In order to keep one human alive (with both food and oxygen), you'll need approximately 50 square meters of plant life, and to keep that plant life alive, you'll need nutrients, water and light. Nutrients are fairly straightforward: humans naturally produce a crapload of fertilizer, and by adding some additional chemicals (that may or may not be available in the lunar soil), plants should be able to thrive. Water, too, can be recycled, and it's also likely available on the Moon in places. Failing that, we may soon just be able to order up a comet for delivery.
The last bit is, of course, getting these plants light so that they can photosynthesize and grow up big and strong and tasty. Plants don't need sunlight to do this; as we've seen, LEDs work just fine. In fact, they work better than sunlight in many ways, allowing space farmers to customize the spectrum delivered to different species of plants to maximize specific growth characteristics. Furthermore, LEDs are compact, efficient, and last tens of thousands of hours. We've seen how well this works down here on Earth, so now's the time to take it to space.