We've got some colored lighting in the form of plain old LED strips with wired controllers, we've had a couple old fashioned single color bulbs at times, and there are other options like this: https://www.amazon.com/GE-Lighting-93100205-Replacement-Spec...
I'd really like to see something like openrgb (openrgb.org) for light bulbs though.
Also, there are tons of cheap colored lightbulbs controlled directly by an infrared remote. Example: https://www.amazon.com/Light-Color-Changing-2700K-White/dp/B...