Are you on about the square roof light, the one with the 3 position switch that comes on with your doors and alarm?
If so, the bulb in there is called a festoon bulb and there are several ways you can change this from simply painting it or buying one ready painted to computer controlled LED's and LED festoons..
There are a few firms that do festoon replacements that use coloured LED's, some even cycle through different colours. I have got a GEM in mine from IceLed that when used in "stand alone" mode starts off white and then cycles through 2 million colours.
Here is mine before I rigged it into the programmable system I now have (have a look at the link under my sig to see it working)
You could even change the rear view mirror for one from an MGTF as this has 2 illuminations in it as well. These can also be changed for LED's as well