Blue and Red and the main colors. A combination yields Magenta.
*#0*# - LCD TEST
use that dialer code to get to the test menu. you hit the LED button. You can see that the only color that work on the epic are as stated; blue, red, and magenta.
Some programs allow you to change the color of the LED for notifications (GoSMS for example). Try looking around in some settings to see what you come up with.