MIDI lights

A lot of the answer you might be looking for really depends on the type of light you are attempting to control.
 
I'm familiar with several different MIDI-enabled software packages that let you use sequential MIDI notes (and in some cases audio) to trigger DMX and/ or laser cues. There are also MIDI-enabled relays that could be used to trigger just about any kind of light source -
just search for "MIDI relay" online.
 
If you're looking for something that drives lights at the keyboard, that's already available through something like Native Instruments' NKS and S-Series keyboards:
 
http://www.native-instruments.com/en/products/komplete/keyboards/komplete-kontrol-s-series/nks/
 

The visualizer in Media player is pleasant, but, at least as I've seen, it doesn't follow pitch. I guess that's why I would want a MIDI responsive application that would follow pitch just with the track that I've selected---such as melody. Having lights move around, like in Media Player, is nice, but having a program that shows those lights in a linear fashion, mirroring the tune that is being played, would, I think, be more engaging. 
I guess that I realize now that I am talking more about seeing this effect within a video, as opposed to lighting on a stage or in the music area of my keyboard setup. Perhaps I should be looking at software sites, though I don't know where I would start. I am visualizing a video, such as one of someone playing an instrument, with a superimposed set of lights or cartoon figures on, ie, the bottom of the screen. That figure would walk or hop along a horizontal access according to pitch. 
In defense, I'm not just talking about a frivolous or cutesy thing. In the past, I realized that, ie, when I was listening to Dan Fogelberg albums years ago, I would focus on the music incredibly more if I read the words simultaneously from the album jacket. Similarly, when at a concert hearing Alvin Lee, of Ten Years After, playing guitar, I  found myself drifting and  thus not focusing on what he was playing. However, when he started, in 1 song, to use his RIGHT picking hand to play guitar, not with a  pick but instead with a drumstick which he casually took from the drummer, that got my attention. Not only was he able to do this, but somehow he played this great lead. Watching this engaged me again and I restarted to focus on the music, thus greatly enhancing my enjoyment of the concert. 
I guess if this light thing doesn't work out, I can learn to play keytar with a drumstick!
LNovik 

TheMaartian
 
Magic: https://magicmusicvisuals.com/ ($40 or $70; last update: 2 March 2016)

I use MagicMusicVisuals and it rocks - any kind of MIDI sent from the DAW you can turn into virtually anything you can think of visually by combining a number of rather simple modules. so this is a piece of software to get creative with ... and that's why I like it a lot.