This can be done and done for around a grand up to much more then that. Do you know what kind of rooms you are going to be playing?
First think you are going to want to look at is how to keep yourself synced up to the lights. If you are going to be playing along to a
track, that can be pretty easy. If you are going to be playing just by yourself, it is going to be a
bit harder. Research "click tracks". Either way, you will want to have one that is just
fed to you. It will help you keep in time a
bit more exactly. Its basically a
conductor/metronome in your ear.
To control the whole thing, there are several software based options. Cheapest would be to get a Enntec
DMX Pro
dongle and run
Chamsys MagicQ. Do a search on CB for both of those, that should get you somewhere.
As far as lights go, I think you are going to want to go
LED both due to variability and
power requirements. You can
pick up decent
LED units for your use for around 150-200 dollars on ebay or through sites like bulbamerica. They are going to be cheap Chinese lights but they will work.
Your going to have to do some research on how to program a show to run automatically. You will also do some research how how to link cues to a music
track. It can be done, however it is a going to be a fairly large project for someone that has 0 lighting experience. If you really want to do it, your going to have to really read some manuals and read a lot around here.
I have a feeling you want this to be a learning experience which is great. We are not going to spec to you exactly what you need, how you need to do it,
etc. We can guide you but we won't do your work for you. Ask plenty of questions, we are here to help.