the only issue with using all different colors is that he wireless controllers only have 3.0v to offer, so with blue and green LEDs sometimes there isnt enough voltage on board to exceed their Forward Voltages. (depends on who makes em and how)
The thing about LEDs is that the different colors all have different Forward Voltages, and if your supply does not meet or exceed the Forward Voltage of your LED, there is no garuntee that they will work. Thats not to say a 3.2Vf LED wont Light up from 3.0V, as many times it will, all it means is that the diode is operating in the "knee" region and that there is nothing sayin it has to work.
That being said if you Vf of your LEDs doesnt exceed 3.2Vf then it will most likely work, however be aware that each LED will need to have its own specific limiting resistor that is "tuned" to give the same relative light output for each LED otherwize some will be brighter then others and will look terrible.
Mike used all the same color LEDs, either yellow or white when he first did this mod.