A lot of nice gaming keyboards come with backlit keys, but you don't get any say over the colour of the light. Some don't even let you make fine-grained adjustments to brightness. Luckily, it is possible to make some alterations on your own.
José Faria discussed adding custom lighting to his Razer BlackWidow Ultimate keyboard at his blog, cocasdaneve. The keyboard came with blue lights that he didn't really care for and the included software only offered a few limited brightness settings. The easy part was replacing the blue LEDs with store-bought 3mm white ones. It seems like the BlackWidow's LEDs popped out without much fuss, but some keyboards might require you to take out a few boards and resolder the lights. Personally, I'd want my number, function and letter keys to use different coloured lights, but you can customise it however you wish.
José then proceeded to build his own controller into the keyboard to adjust the keys' brightness based on ambient light. The process is pretty complicated, and involves patching in a custom AVR chip, but he includes all the code and some diagrams in the blog post. If you're brave enough to try it yourself, be sure to check it out. If not, at least enjoy the video of his completed masterpiece.
Custom LED colour and Brightness on a Razer BlackWidow Ultimate [cocasdaneve via Hack a Day]