Sigma make that little "dashboard light" - my housemate has one. Nice green LED glow, lasts for ages. Neat piece of trick kit, that.
I've NEVER heard of a computer with an onboard noisemaker. Just get the bell you like - or an Air Zound.
If you're looking at one that tells you about your current gear, you need to get something that's tied into the shifters - Campag ErgoBrain or the top-end Shimano toy, depending on what you have. Do you *need* that? Could you instead fit inline indicators?