Dexter Industries offers the DLight for LEGO Mindstorms. It allows you to control four full color LEDs through a sensor port of your EV3 or NXT. The first thing to do is to set the toggle switches on each LED to a unique address, so that you can control each LED individually. In the NXT-G environment you can still decide to control all of them at the same time if desired. The biggest nuisance is that only the first LED can use its red component. The other three cannot show any red light. Dexter acknowledges this bug in its forum and offers refunds. It is ridiculous that Dexter does not warn its customers on its product page, in particular since they do not intend to fix this problem.