I don't think any of them work very well on HTC phones, they seem to lock that down. If you're worried about missing text messages, use Handcent SMS. It has a neat little feature that will alert you again after a preset time if you don't pay attention to an incoming text. For this second alert sound, I picked the nastiest sound I could find on my phone and have it repeat every 2 mins. This way there is way in hell I will ever miss a text. It also seems to keep the notification light on longer.
If you all you want to do is change color, sorry, can't help you there.