There are many, but they tend to all be so expensive.
So I purchased a 5 pack of PlayBulb RAINBOW for $100 at a price of $20 per bulb. They behave as regular 40 watt white LED bulbs but they have R/G/B LEDs in them controlled by an Android/iPhone app, and I'm able to create really nice ambient colors with them, by touching a colorwheel on the screen of my iPhone (or iPad, which can also run the iPhone app). It is controlled by Bluetooth, and there's no PC app (yet) but in theory it could be controlled by a PC once the protocol is available or reverse engineered.
Some bulbs use high-frequency PWM to generate the colors, though as far as I know the Philips Hue bulbs do not (they are PWM free). Cheap color-tunable bulbs will use PWM and that is a concern.