GE : blue LEDs
Leviton: green LEDs
Lutron: light green LEDs
Homeseer: four indicator LEDs that can be individually set do any of several colors. This is intended to let you use them as indicators for things like “back door unlocked” or “system armed” but you can also just set all of them to whatever color you prefer from their selection.
See the video on the product page for the various colors.