I had a random idea, what if instead of having to constantly press 'P', and go into the ship menu, to "Devices", and manually change the color of lights each time, you could simply take out the 'Color' tool paint the color you want the lighrs to be that way? Just a thought.
Lights will take the settings of the previous light accessed. So all you need to do is place one light; set it up as desired in the control panel; now all subsequent lights you place will be set with those same settings (excludes lights placed by symmetry). You can also auto-group lights and change the entire group as one.
