The whole issue on vehicle lights depends where you are. If you're in the UK, you need to check out the Road Vehicle Lighting Regulations 1989, the most in-depth of which is at Her Majesty's Stationery Office (
http://www.opsi.gov.uk/SI/si1989/Uksi_19891796_en_1.htm).
Technically if you follow the law, you're not allowed warning lights of ANY colour on your vehicle in the UK, unless you're using them for a specific purpose. To give you a quick rundown:
Amber is the most misunderstood - it's not a “free for all” colour contrary to what people believe, and if the traffic cops catch you, expect a ticket or a court appearance dependant upon the circumstances. Amber lights can ONLY be used on vehicles which:
a) Do not exceed 25mph in speed on a public road
b) Are used for the purposes of road clearance
c) Are used for the sole-purpose of attending breakdowns and recovery
d) Are used for the purposes of refuse collection
e) Are of an abnormal width
f) Are used for testing fuel on roadside spot-checls
Red lights (particularly to the front) are a complete no-no, unless you're a fire emergency vehicle. To the rear, they can only be used by police, ambulance or fire emergency vehicles.
Green lights can only be installed and used by a general medical practitioner registered with the General Medical Council attending an emergency.
Blue lights are just a complete no. Don't even go there. Older, “classic” and restored emergency services vehicles in the hands of private collectors used for the purposes of shows often retain the blue-light fittings, but they drive with them
completely covered up, because they'd have absolutely no authority to drive on the road with them showing, whether lit or unlit.
Yellow lights (and yes, there is a difference between yellow and amber) are also a solid no.
Interestingly, only the above applies to public roads… so technically if you're on private land, you can have whatever colours you want. However the definition of a public road is quite wide - in England and Wales a road is ‘any highway and any other road to which the public has access and includes bridges over which a road passes’. In Scotland, there is a similar definition which is extended to include any way over which the public have a right of passage. It is important to note that references to ‘road’ therefore generally include footpaths, bridle-ways and cycle tracks and many roadways and driveways on private land (including many car parks, whether public or private).
So basically, warning lights are mighty expensive and can be a complete pain to install, so before you go spending any hard-earned cash, i'd strongly recommend looking at your local laws and researching what you can and can't have, because some cops will just LOVE to make your life hell. Once you've researched, one of the best places to start looking is eBay. Do some searches under “lightbar”, “whelen”, “light bar” and “beacon” and list the results by highest price first. This should filter out any other rubbish. To an extent, you can search under more vague terms, but they don't tend to bring back many results.
Hope this helps / is of interest!