If you need more than LEDs for indication in your projects, your next option is LED matrices or 7-segments. Adafruit Mini 0.8" 8x8 LED Matrix w/I2C Backpack - Pure Green is a great product to use as indicators in your projects.
LED matrices are great, but they have a small problem. You need 16 pins to control a 8x8 LED matrix and that is a lot of pins to give up. There are driver chips like MAX7219, but that solution needs lots of space and lots of wiring. With Adafruit Mini 0.8" 8x8 LED Matrix w/I2C Backpack - Pure Green, Adafruit solves this boring problem. The LED matrices have I2C backpacks to reduce the number of pins needed to drive the LED matrices to just two.
The driver chip on the matrices does all the needed things for you. It has a built-in clock, so it multiplexes the display. It has constant current dividers for ultra-bright, consistent color and it has 1/16 step display dimming and this is all done via simple I2C interface. The backpacks come with address-selection jumpers so you can connect up to four mini 8x8's or eight 7-segments (or a combination, such as four mini 8x8's and four 7-segments, etc) on a single I2C bus.
A bit of soldering is required to attach the matrix onto the backpack but it is easy to do and only takes about 5 minutes. There is also a detailed tutorial from Adafruit to show how to solder, wire and control the display. There is also a library that can be used with the 8x8 LED matrices and 4-digit 7-segment displays.
Adafruit LED Backpack Learn Page: https://learn.adafruit.com/adafruit-led-backpack
Adafruit LED Backpack Library: https://github.com/adafruit/Adafruit-LED-Backpack-Library
Adafruit Product Page: https://www.adafruit.com/products/1633