High pitch buzz in speakers after adding some LEDs

All interesting comments thank you!

My subwoofer flips out when the LED lights in our living room are turned on. I don't they're even on the same circuit. 

Try a 12 volt led light 

I do not have direct experience since I do not use LED lighting in my home theater.  I will however confirm that, from a quality engineering perspective, LED lighting has a potential for causing audio feedback.  LED lighting uses a switching power supply that could generate electromagnetic interference (EMI) and radio frequency interference (RFI) which, in turn, can cause audio feedback and distortion.  The noise happening on color change is consistent because one diode turns off and another turns on to effect the color change, potentially generating EMI and RFI.  As you state, a bad or cheap power supply in the lighting can exacerbate the problem.  Positioning lighting too close to the audio system, defective system cable shielding, unshielded cabling, or improper grounding are potential causes.  You can also try ferrites on your cables.  The only way to determine cause it to experiment.  There are two areas to explore.  The lighting as a generator of EMI and RFI.  A simple test is to turn the lighting on and off to see is the problem starts and stops as you play music.  The second thing to explore is that something in your system is acting as an “antenna”.  For example, is the shielding damaged or is one of your cables a lower quality and not shielded well.  However, I would guess the new lighting if the if the buzz was not there previously.  Good luck.  

Someone told me about how he tracked down a noise problem to a string of LED lights his daughter put up in her bedroom which was on a different circuit, on a different floor of the house, and his audio system on powerline conditioning.  He found hardly any noise using one of those noise sniffing meters.  That interference was RFI transmitted through the air.