UPDATED 3/14/17 There is now an alternative option that I am recommending that uses the new Home Depot zigbee device. It controls Fan speed plus the light, easier to install, use RF wireless remote or in-wall remote controlller and less money
Unfortunately there isn’t a combo unit to do that today. I ended up using two devices. The GE 12730 Z-Wave Smart Fan Control for the fan speeds. And a second device, Aeon Labs AEDSC19103ZWUS Micro Smart Energy Illuminator G2 for the lights. You can replace your wall switch with the GE and then mount the Aeon up in the canopy. I actually mounted both devices up in my canopy because I didn’t have an existing wall switch on my fan since it was being controlled only through two pull chains on the fan itself. I got the Energy version of the light dimmer as a way for positive feedback that the lights are on and at what dimmer level. You could instead just get the Aeon Labs Aeotec DSC27103-ZWUS Z-Wave Micro Illuminator In-Wall Light Dimmer without energy monitoring to save some money. Or you could instead mount the Fan Speed up in the canopy and use a smart light dimmer on the wall if you prefer having manual control of the light over the fan on your wall location. UPDATE: I ended up installing a HomeSeer WD100+ on the wall to control the lamps in the room and programmed in a couple of the multi-taps to control the fan light. Works great for my unique situation.
UPDATE: I ended up writing a smartapp to control my ceiling fan. I am calling it 3 Speed Ceiling Fan Thermostat and is specifically designed to work with a GE Smart Fan Control device.