Digital control interface, LED Driver + RGB LED in single package.
This tiny 5050 (5mm x 5mm) RGB LED is fairly easy to solder and is the most compact way possible to integrate multiple bright LEDs to a design. The driver chip is inside the LED and has ~18mA constant current drive so the color will be very consistent even if the voltage varies, and no external choke resistors are required making your design minimal. Power the whole thing with 5VDC and you're ready to rock.
The LEDs are 'chainable' by connecting the output of one chip into the input of another - see the datasheet for diagrams and pinouts. To allow the entire chip to be integrated into a 4-pin package, there is a single data line with a very timing-specific protocol. Since the protocol is very sensitive to timing, it requires a real-time microconroller such as an AVR, Arduino, PIC, mbed, etc. It cannot be used with a Linux-based microcomputer or interpreted microcontroller such as the netduino or Basic Stamp.
Comes in a package with 10 individual LEDs.
You can put in series any number of such LEDs in chain. To control you can use any microcontroller. Just shift its data once containing its RGB value and it remembers your selection till power on.
A close up view of an LED shows the silicon die with the bonding wires: