Interesting - quite a mix of options. I didn't even think about White to be honest; but the idea of the color change kit seems like the best of all. I just got to thinking about this really when dealing with my switches because I was curious about the different color choices - and it seems like older switches had different colors. I also do agree with Steve - it would be nice if we had the flexibility in more devices with multicolor LED's so you could make everything match.
For my switches, I had the option of Green or Blue (and with SAI they also have a Light Blue option which is more purple). I noticed some devices have Red / Amber as well. I'm not as much about matching the room as being consistent, so I set all mine to light-blue (violet) if the load is off, blue if it's on; for things with no local load - like the 240's as scene controllers, I just set them to blue. I actually like that they act as subtle night-lights... my wife and I have always had little night-lights around our previous houses anyways so this eliminates that - and it means no hunting around in the dark for the switch. I have two old USR's that only do green, and I'll probably replace them just because the consistencyis that important to me.
For night time, luckily the light doesn't really bother me... I can sleep with the lights on, stereo, doesn't matter (just not TV because I get sucked in)... my wife on the other hand can't stand bright lights - and won't quit covering up my alarm clock even because she says it's too bright (so I can never see the time during the night)... so when it came to keypad options, I never even told her that turning off was an option... it's way to important to me to be able to see at a glance the status of the sysstem - so I set it to it's lowest setting when idle. I just mounted it as far away as I could where I could still see the lights from bed.
and Dan - I've noticed that with LED's... I have a couple 3W LED light bulbs from 6 years ago that I used in the stairway lighting in that house - they were connected to a standard mechanical switch, but at night you could still see them glow even from a distance if your eyes were adjusted... I guess they're SO efficient that they can operate with just the miniscule transient voltage still in the wire.
So my conclusion is that blue is still the current favorite; and I think that probably is a bit subconscious because that's what seems to be most prevalent. Although, thinking as I type - maybe a cold bluish-white (~3300K+) will be the next big thing - that's what's in all my new appliances right now - and moving to LED lighting really does seem to be the current trend everywhere - and I've read that the blueish-white LED's were cheaper and easier to come by than the warmer lower temperatures like 2700K. Time will tell.