Are there any Wifi/Networked Lights available to purchase?
I assume that you're ready to write code to make such a device.  Even if there was something as simple as a networkable LED, you'd have to write custom code to parse the build output file so you could choose a color to display.  And since you want this for a build server, I'm already assuming that you can write code.  :)

The first product that came to mind was a thing I remember from a couple of years ago -- it looked like a rabbit and the ears would go up or down, and change color.  I think it was supposed to report the general mood of the internet, at least for things that interest you, like stocks and sports.  Stocks up == good == green == ears up.  Favorite team loses == bad == red == ears down.

But I couldn't find that product anymore, so the next most logical, hackable, open "network LED" is the Chumby / Chumby One.  You can read about it here.

That said, why don't you use the free network LED, which is basically a monitor hooked up to a cheap PC that meta refreshes the results page from your integration server?

EDIT -- so my joke about a "free network LED" wasn't well received.  :)  If you want to keep development of this to a minimum, then two good options are Arduino / Netduino and mbed.  Arduino + ethernet shield make it super simple to get your embedded device on the network and is outlined here.  mbed is another candidate and looks pretty easy to get hooked up to your network.  There are examples like this and this for getting the networking going.