as i said my car was pre-equipped with this system so can't guide you about any pro. but i believe its quite a common task these days to install such system.. water pump area has many shops which offers such jobs. i don't think if different colored lights have any functional difference.. more or less all alarm systems perform similar tasks.
the Vespid system in my car does:
*both the remote controls came with antenna
*locks/ unlocks all doors
*silent and alarm options
*central locking
*automatically locks the doors if the main door isn't opened for 30 seconds after unlocking the car
*buzzes once when you open the door if the alarm was activated in your absence, easy to get aware
*locks all the doors whenever the brake is applied for the first time after starting the car etc etc
and off course if you try to start the car with lock activated, then a different buzzer would shout, steering will be locked and brake boosters will remain off